Consumer Disc SPDR Uptrend Replay (2016-02-11 to 2016-05-10)
Replay the 2016 XLY consumer discretionary ETF uptrend across 124 daily bars with a 13.9% max drawdown. Move through every session, tackle eleven decision points, and receive an AI coach review of your historical choices, simulated and educational.
124 daily bars · 11 decision points · 2015-12 to 2016-06 · Stocks
Key facts
This window spans 181 days with a peak-to-trough drawdown of 13.9% and a 17.5% run-up.
- Max drawdown
- −13.9%
- Max run-up
- +17.5%
- Duration
- 181 days
- Largest single-day move
- −3.4%
- Bars
- 124 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
In early 2016, the Consumer Discretionary Select Sector SPDR (XLY) presented traders with a nuanced uptrend scenario set against the backdrop of a maturing bull market. The replay window spans from 2015-12-24 to 2016-06-22, offering 124 daily bars to navigate. Participants faced the challenge of capturing directional moves while managing the inherent uncertainty of a market segment known for sensitivity to consumer sentiment and economic cycles. The stakes centered on demonstrating disciplined decision-making under evolving conditions.
Throughout the period, XLY delivered a net flat outcome, closing at 39.17 versus an opening near 39.24, representing a -0.2% change. However, this headline figure masks considerable turbulence: a max drawdown of 13.9% tested risk management protocols, while the largest single-bar move of 3.4% demanded quick adaptive responses. The scenario presented eleven decision points, four of which were deemed critical, requiring participants to demonstrate both timing precision and conviction under pressure.
For decision training, this replay underscores the importance of process over prediction. Traders learned that surviving a 13.9% drawdown without capitulating often distinguishes successful navigation from forced exits. The psychological dimension emerged clearly: managing fear during sharp pullbacks and avoiding overconfidence after volatile swings shapes long-term outcomes. Critical decision points served as stress tests for framework consistency, reinforcing that repeatable systems outperform reactive guesswork in variable market conditions.