Consumer Disc SPDR Uptrend Replay (2019-08-15 to 2019-09-12)
Replay a 40-bar Consumer Discretionary ETF rally from July 31 to September 25, 2019, where the index ended at -0.1% despite a 5.1% drawdown. You will navigate each trading day, make decisions at 7 checkpoints, and receive an AI coach review using simulated capital only.
40 daily bars · 7 decision points · 2019-07 to 2019-09 · Stocks
Key facts
This window spans 56 days with a peak-to-trough drawdown of 5.1% and a 7.9% run-up.
- Max drawdown
- −5.1%
- Max run-up
- +7.9%
- Duration
- 56 days
- Largest single-day move
- −3.1%
- Bars
- 40 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) presents a nuanced replay scenario spanning 40 trading days from July 31 to September 25, 2019. This period captures the late-summer dynamics of the 2010s market, where sector rotations and macroeconomic uncertainties created complex decision environments. Participants navigate a market that appeared poised for movement yet delivered minimal net change, testing their ability to manage expectations amid shifting sentiment.
During this 40-bar sequence, the index closed essentially flat at -0.1%, moving from 60.36 to 60.31. Yet this headline figure obscures meaningful volatility beneath the surface. The maximum drawdown of 5.1% reveals that the market tested meaningfully lower levels during the replay, while the largest single-bar move of 3.1% demonstrates that sharp directional days punctuated the apparent drift. This disconnect between headline result and actual turbulence creates the educational tension that drives the scenario.
Seven decision points punctuate the replay, with three marked as critical nodes where directional conviction matters most. The scenario teaches that surviving periods of negligible net change while experiencing real volatility demands disciplined position sizing and emotional regulation. Participants must resist the psychological pull of apparent drift and maintain process fidelity even when the market offers no clear directional reward. This replay ultimately tests whether traders can navigate a flat-market trap without succumbing to boredom-induced overtrading or frustration-driven risk escalation.