Consumer Disc SPDR Downtrend Replay (2015-08-04 to 2015-08-25)
Replay 32 trading days from 2015-07-22 to 2015-09-03 as the Consumer Discretionary SPDR fell 5.9% amid a mid-summer correction. Step through each daily candle, tackle 7 decision points with 3 critical forks, then debrief with the AI coach in a fully simulated environment.
32 daily bars · 7 decision points · 2015-07 to 2015-09 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 11.5% and a 6.3% run-up.
- Max drawdown
- −11.5%
- Max run-up
- +6.3%
- Duration
- 43 days
- Largest single-day move
- −4.0%
- Bars
- 32 Daily bars
- Decision points
- 7
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) became the focal point of this replay, placing traders inside a mid-summer correction that swept through US equities in 2015. The scenario spanned 32 trading days from July 22 to September 3, challenging participants to manage positions during a period when confidence in the consumer sector was being tested. What was at stake was not merely capital preservation but the ability to think clearly when portfolios drifted into loss.
The fund closed the replay at 37.33, down from an opening of 39.66—a modest -5.9% decline on paper. Yet this figure concealed a rougher journey: maximum drawdown reached 11.5%, meaning anyone holding through the worst intraday lows faced more than a one-in-ten reduction in portfolio value. The largest single-bar move of 4.0% demonstrated how quickly sentiment could shift, creating sharp candles that punished slow decision-makers and rewarded those with predefined responses.
Seven decision points, three deemed critical, formed the backbone of this replay. The scenario tested whether participants had a repeatable process for managing downside risk or were simply reacting to price. Volatility of this magnitude exposes the gap between knowing risk management principles and executing them under psychological pressure. For educational purposes, this replay demonstrates why discipline matters more than prediction when navigating corrections.