Consumer Disc SPDR Downtrend Replay (2002-07-05 to 2002-07-23)
Replay 13 daily bars of the Consumer Discretionary SPDR sliding from 13.81 to 11.2, a 18.9% slide with a 21.3% drawdown. Walk through seven decision points across a brutal 2002 summer, make your calls, then review how an AI coach scores your simulated decisions.
30 daily bars · 7 decision points · 2002-06 to 2002-08 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 21.3% and a 11.1% run-up.
- Max drawdown
- −21.3%
- Max run-up
- +11.1%
- Duration
- 42 days
- Largest single-day move
- +5.8%
- Bars
- 30 Daily bars
- Decision points
- 7
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The Consumer Discretionary SPDR faced mounting headwinds during the summer of 2002, a period when equity markets remained trapped in the aftermath of the dot-com collapse and corporate scandal revelations. Between late June and early August, this sector ETF navigated a particularly treacherous landscape as investor confidence eroded across the board. The scenario spans 30 daily bars of authentic historical data, placing participants directly into the 2000s era market environment where seven decision points await, three of them marked as critical inflection moments where positioning choices carry heightened consequence.
The price action delivered a stark verdict: from an opening reference of 13.81, the ETF descended to 11.2, representing an 18.9% decline over the approximately 13 trading days of the core replay window. The maximum drawdown reached 21.3%, meaning anyone holding through the worst intra-period weakness faced capital impairment exceeding one-fifth of their position. The largest single daily move hit 5.8%, underscoring the volatility spikes that characterized this environment. These figures capture a period where selling pressure was sustained and intermittent rallies provided limited relief.
For decision training purposes, this replay exposes participants to several timeless market challenges: the difficulty of maintaining conviction when momentum favors the bears, the importance of position sizing relative to known maximum drawdown scenarios, and the psychological temptation to average down into deteriorating trends. Seven distinct moments across this period demand explicit commitment—stay, reduce, or exit—and the three critical junctures especially reward those who have internalized disciplined risk management frameworks. Historical accuracy ensures the scenario feels authentic while the educational framing keeps focus on process improvement rather than outcome blame.