Consumer Disc SPDR Uptrend Replay (2012-06-01 to 2012-09-19)
Replay 150 daily bars from the 2012-04-10 to 2012-11-12 Consumer Discretionary SPDR window and navigate a 4.5% close-to-close climb punctuated by a 9.6% drawdown. You step through 11 decision points (4 critical) day-by-day, then receive an AI coach review of your choices in this simulated, education-only environment.
150 daily bars · 11 decision points · 2012-04 to 2012-11 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 9.6% and a 14.5% run-up.
- Max drawdown
- −9.6%
- Max run-up
- +14.5%
- Duration
- 216 days
- Largest single-day move
- −3.2%
- 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
The Consumer Discretionary SPDR (XLY) during mid-2012 offers a compelling window into how sector ETFs behaved as the 2010s recovery gathered momentum. The replay covers 150 daily bars from 2012-04-10 to 2012-11-12, a period when consumer discretionary stocks were navigating post-crisis rebalancing. What was at stake was understanding how to position through an ambiguous environment where the headline direction was positive but the internal journey was far from smooth.
The close-to-close story shows a 4.5% gain as the net outcome, with the price moving from 21.75 to 22.73. Yet this modest aggregate return concealed a much rougher ride: the maximum drawdown reached 9.6%, and the largest single-bar move hit 3.2%. Across the replay participants faced 11 decision points, of which 4 were designated critical, requiring them to act at moments when the directional bias was least clear.
For decision training, this scenario excels at illustrating the gap between outcome and process. A trader who happened to avoid the deepest drawdown might claim skill, but the 150-bar canvas reveals that such avoidance was partly probabilistic. The 3.2% single-day volatility and the persistent gap between 9.6% drawdown and 4.5% gain demand disciplined position sizing and emotional neutrality. Practicing here builds the habit of evaluating decisions by methodology rather than by isolated results, a mindset essential for navigating any volatile market period.
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