Consumer Disc SPDR Uptrend Replay (2014-02-03 to 2014-03-06)
Replay the 46-day XLY Consumer Discretionary rally from February to March 2014, where prices drifted just 0.1% despite a 7.0% drawdown along the way. Make nine decisions through daily bars, hit three critical forks, and receive an AI coach review in this simulated training environment.
46 daily bars · 9 decision points · 2014-01 to 2014-03 · Stocks
Key facts
This window spans 65 days with a peak-to-trough drawdown of 7.0% and a 10.3% run-up.
- Max drawdown
- −7.0%
- Max run-up
- +10.3%
- Duration
- 65 days
- Largest single-day move
- −2.6%
- Bars
- 46 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 early 2014, the Consumer Discretionary Select Sector SPDR (XLY) entered a choppy phase that tested the patience and discipline of any trader attempting to navigate its daily bars. The 46-day window from January 15 to March 21, 2014, captured a period where the broader market narrative remained uncertain, and sector rotation dynamics put discretionary stocks in a delicate position. Nine decision points awaited participants, three of which represented critical forks where directional conviction would be severely examined.
Despite the expectation of a meaningful uptrend, the period delivered a deceptively flat outcome. The ETF closed at 32.84 on March 21, 2014, a mere -0.1% change from its 32.87 opening, essentially unchanged. Yet beneath this stillness lay significant turbulence: a maximum drawdown of 7.0% tested portfolio resilience, while the largest single-day move of 2.6% demonstrated that volatility remained embedded within this seemingly range-bound market.
This scenario strips away the comfort of clear trends and forces traders to confront the psychological toll of grinding, directionless markets. The disconnect between intra-period drawdown and end-state outcome challenges participants to maintain process discipline when price action offers no easy validation. Managing risk through a 7.0% peak-to-trough decline without abandoning the strategy becomes the true measure of growth, revealing whether decisions are driven by conviction or by the temptation to react to every 2.6% swing.