Consumer Disc SPDR Downtrend Replay (2007-02-20 to 2007-03-05)
Replay ten trading days that shaved 6.0% off the Consumer Discretionary SPDR between February 20 and March 5, 2007. Step through each session, weigh seven decision points, and receive AI coach feedback in a simulated educational environment.
30 daily bars · 7 decision points · 2007-02 to 2007-03 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 7.2% and a 2.6% run-up.
- Max drawdown
- −7.2%
- Max run-up
- +2.6%
- Duration
- 42 days
- Largest single-day move
- −3.4%
- 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 (XLY) entered a correction phase in late February 2007, during the expansive but increasingly volatile equity markets of the 2000s. This replay focuses on the ten trading days from February 20 to March 5, 2007, when investors faced mounting uncertainty in the consumer sector. The scenario presents seven decision points—three of them critical—immersing participants in the daily rhythm of a sustained downtrend where timing and conviction mattered greatly.
Over this two-week period, XLY declined 6.0%, falling from 19.85 to 18.66. The maximum drawdown reached 7.2%, with the largest single-bar move hitting 3.4%. Each session brought new questions about whether the decline was a temporary pullback or the beginning of a larger reversal, testing participants' ability to read momentum and adjust positions under pressure. The scenario captures the texture of navigating a market where every tick carried decision weight.
This replay emphasizes disciplined decision processes rather than predicting outcomes. Participants practice risk assessment by confronting drawdowns, evaluate position management through multiple critical junctures, and examine how psychological bias can cloud judgment when portfolios underperform. The goal is building repeatable frameworks that hold under uncertainty—an essential skill for any market participant studying historical volatility patterns.