Consumer Disc SPDR Downtrend Replay (2007-10-05 to 2007-11-26)
Replay a 72-day XLY consumer discretionary ETF window closing -7.7% from 17.85 to 16.48, featuring 11 decision points including 4 critical calls. Walk day-by-day through the historical correction, submit your choices at each branching point, and receive an AI coach review of your risk decisions—simulated capital only.
72 daily bars · 11 decision points · 2007-09 to 2007-12 · Stocks
Key facts
This window spans 100 days with a peak-to-trough drawdown of 14.4% and a 6.9% run-up.
- Max drawdown
- −14.4%
- Max run-up
- +6.9%
- Duration
- 100 days
- Largest single-day move
- +3.9%
- Bars
- 72 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 the autumn of 2007, the Consumer Discretionary Select Sector SPDR (XLY) entered a sustained correction phase. The 72-trading-day window from September to December presented traders with a textbook study in volatility management and defensive positioning. For participants in this replay, the challenge was clear: navigate an environment where established positions faced pressure, and every decision carried compounding consequences for portfolio stability.
The numbers tell a story of grinding decline rather than sudden collapse. XLY descended from 17.85 to 16.48 over the period, a total retreat of -7.7%. What separated this from a simple linear slide was the texture of the move: a maximum drawdown of 14.4% tested holding power, while the largest single-bar swing of 3.9% created moments requiring split-second conviction. Across the window, 11 decision points emerged, with 4 designated as critical junctions where directional bias and risk sizing would be most severely evaluated.
This replay excels as a training ground because it strips away the comfort of hindsight. Participants must commit to positions without knowing the depth of the correction ahead, manage exposure when drawdowns approach double digits, and resist the psychological trap of averaging into a declining position. The educational value lies not in predicting the bottom, but in building the discipline to execute a coherent process when the market offers no clear exit signals. Simulated capital only, but the habits formed here transfer directly to live environments.