Consumer Disc SPDR Uptrend Replay (2009-07-07 to 2009-08-07)
Replay the 2009 summer rebound in the Consumer Discretionary SPDR (XLY), which climbed from 11.56 to 13.06 across 48 daily bars with a 6.2% drawdown. Step through each authentic trading day, navigate 9 decision points, and receive an AI coach review in a simulated environment.
48 daily bars · 9 decision points · 2009-06 to 2009-08 · Stocks
Key facts
This window spans 68 days with a peak-to-trough drawdown of 6.2% and a 21.6% run-up.
- Max drawdown
- −6.2%
- Max run-up
- +21.6%
- Duration
- 68 days
- Largest single-day move
- −4.0%
- Bars
- 48 Daily bars
- Decision points
- 9
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-2009, the U.S. stock market was still finding its footing after the severe downturn of the previous year. Investors entering the summer faced a landscape where the worst of the crisis had passed, but uncertainty about the durability of any recovery was widespread. The Consumer Discretionary SPDR (XLY) offered a focused lens on one sector that seemed poised to benefit from improving consumer sentiment. This 30-day replay window from 2009-07-07 to 2009-08-07 placed participants directly into that fragile optimism.
Over the 48 daily bars of this scenario, XLY climbed from 11.56 to 13.06, delivering a 13.0% gain. The journey was not linear: a maximum drawdown of 6.2% tested conviction at various points, while a largest single-bar move of 4.0% represented moments of sharp momentum. Navigating the 9 decision points embedded in this period—3 of them marked as critical—demanded that participants continuously reassess whether the trend had staying power or was vulnerable to reversal.
This replay trains decision makers to distinguish between noise and genuine shifts in trend during a classic boom environment. The 6.2% drawdown illustrates how even winning trades require tolerance for interim losses. The 4.0% single-bar spikes remind us that volatility can work both for and against a position. Developing a repeatable process, respecting risk parameters, and managing the psychological pull of confirmation bias are the core competencies this scenario cultivates.
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