Consumer Disc SPDR Uptrend Replay (2010-02-08 to 2010-04-26)
Replay 108 daily bars of a Consumer Discretionary ETF uptrend from late 2009 through early 2010, navigating an 8.4% climb and a 13.3% drawdown. Step through each session, tackle 4 critical decision points, and receive an AI coach review with simulated capital.
108 daily bars · 11 decision points · 2009-12 to 2010-06 · Stocks
Key facts
This window spans 156 days with a peak-to-trough drawdown of 13.3% and a 25.7% run-up.
- Max drawdown
- −13.3%
- Max run-up
- +25.7%
- Duration
- 156 days
- Largest single-day move
- +5.2%
- Bars
- 108 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
Consumer Discretionary Select Sector SPDR (XLY) presents a market replay scenario that captures the transitional dynamics between the 2000s and 2010s market eras. Spanning 108 daily bars from late 2009 through early 2010, this period placed traders in an environment where economic recovery optimism competed with persistent uncertainty. The challenge was straightforward yet demanding: capture an emerging uptrend while maintaining discipline through inevitable reversals. Participants would need to develop conviction around sector rotation themes while respecting the volatile price action that characterizes post-crisis markets.
The price trajectory from 15.08 to 16.34 delivered an 8.4% close-to-close return, but this figure obscures the journey. A maximum drawdown of 13.3% tested interim positions, while the largest single-bar move of 5.2% created moments of acute volatility requiring immediate judgment. The scenario compressed 11 decision points into this window, with 4 critical junctures demanding particularly deliberate choices. This was not a smooth appreciation but a choppy advance punctuated by sharp setbacks that separated process-oriented traders from outcome-chasers.
This replay excels as a decision-training vehicle because it forces confrontation with the gap between results and process. An 8.4% gain feels modest until you experience the 13.3% drawdown that preceded it—many participants would have exited before the recovery. The 5.2% intraday swings test emotional regulation and position sizing discipline. Each of the 4 critical decision points offers a chance to practice pre-commitment strategies and probabilistic thinking. The educational value lies not in predicting direction but in building the psychological resilience and risk management frameworks that allow traders to remain engaged through volatility without abandoning sound process.
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