Consumer Disc SPDR Uptrend Replay (2014-10-15 to 2014-12-29)
Replay an 8.4% drawdown through a 5.2% rebound in the Consumer Discretionary SPDR across 104 trading days. Step through each daily bar, face 4 critical decision points, and receive an AI coach review in a simulated training environment.
104 daily bars · 11 decision points · 2014-09 to 2015-02 · Stocks
Key facts
This window spans 149 days with a peak-to-trough drawdown of 8.4% and a 15.2% run-up.
- Max drawdown
- −8.4%
- Max run-up
- +15.2%
- Duration
- 149 days
- Largest single-day move
- −2.3%
- Bars
- 104 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 entered the replay window during a historically complex phase for U.S. equities. Spanning 104 daily bars from 2014-09-08 to 2015-02-04, this scenario places traders inside a market environment where confidence in the recovery narrative was repeatedly tested. The period covered the 2010s decade, a time when consumer discretionary stocks were closely tied to shifting sentiment around domestic spending power and monetary policy expectations. What was at stake was not merely a position in one sector ETF, but the ability to hold a disciplined process through a drawdown that threatened to erode both capital and conviction.
The data tells a story of resilience under pressure. The ETF declined from a close of 34.49 to a trough before staging a recovery to 36.3, delivering a net gain of 5.2% over the full window. Yet this outcome was not linear. The maximum drawdown reached 8.4%, meaning any trader who entered near the session highs faced substantial unrealized losses before the rebound materialized. The largest single-bar move was 2.3%, a reminder that volatility clusters can strike without warning. Across the 104 trading days, participants encountered 11 decision points, of which 4 were flagged as critical, demanding deliberate choices about position sizing, stops, or directional adjustments.
This replay distills three core lessons for decision training. First, process discipline matters more than outcome prediction: the ability to execute a predefined plan through an 8.4% drawdown separates trained practitioners from reactive traders. Second, risk calibration must account for the possibility that the largest intraday swing can arrive precisely when conviction is lowest. Third, psychology becomes the limiting factor; managing the tension between patience during a recovery and prudence during a drawdown is a skill that only simulation-based repetition can sharpen without financial consequence.