Consumer Disc SPDR Uptrend Replay (2006-07-21 to 2007-02-20)
Replay a 150-bar US consumer disc uptrend that lifted XLY 27.4% from close 15.71 to 20.01 across a half-year span. Step through each daily decision point, weigh your choices against the historical tape, and receive an AI coach review of your simulated reasoning.
150 daily bars · 11 decision points · 2006-07 to 2007-02 · Stocks
Key facts
This window spans 218 days with a peak-to-trough drawdown of 2.6% and a 28.2% run-up.
- Max drawdown
- −2.6%
- Max run-up
- +28.2%
- Duration
- 218 days
- Largest single-day move
- +2.4%
- Bars
- 150 Daily bars
- Decision points
- 11
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
In mid-2006, the Consumer Discretionary Select Sector SPDR (XLY) was entering a sustained uptrend that would capture significant attention. This 150-bar replay spans from July 2006 through February 2007, a period when consumer spending themes dominated equity discourse. The scenario places participants in the position of navigating a clear directional move, where the challenge lay not in finding opportunities but in managing risk and maintaining discipline through a relatively smooth advance.
The price trajectory tells a story of steady appreciation: the closing price climbed from 15.71 to 20.01, representing a total return of 27.4%. The journey proved remarkably consistent, with a maximum drawdown of just 2.6% and the largest single daily move reaching only 2.4%. This low-volatility environment provided 11 decision points, including 4 critical junctures, allowing traders multiple opportunities to test their positioning logic and exit strategies.
For decision training purposes, this replay illustrates that calm markets demand the same rigor as turbulent ones. The tight drawdown of 2.6% tests position sizing discipline, while the absence of dramatic swings tests whether a trader can resist complacency. Navigating 4 critical decision points across this boom scenario trains the psychological habit of staying systematic when the tape cooperates, a skill that transfers directly to higher-volatility environments where emotional control matters even more.
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