Consumer Disc SPDR Uptrend Replay (2022-06-30 to 2022-08-16)
Replay the 2022 summer Consumer Discretionary ETF uptrend across 66 daily bars with a 4.5% rise from 77.26 to 80.71. Walk through each trading day, tackle 11 decision points, and receive an AI coach review in a simulated educational environment.
66 daily bars · 11 decision points · 2022-06 to 2022-09 · Stocks
Key facts
This window spans 94 days with a peak-to-trough drawdown of 12.9% and a 28.5% run-up.
- Max drawdown
- −12.9%
- Max run-up
- +28.5%
- Duration
- 94 days
- Largest single-day move
- −4.9%
- Bars
- 66 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 summer of 2022 found investors navigating one of the most challenging market environments in recent memory. The Consumer Discretionary Select Sector SPDR Fund was caught in the crosscurrents of inflation fears, Federal Reserve tightening, and shifting consumer sentiment. Over roughly three months spanning June to September, this ETF would carve out a notable uptrend—a period where disciplined decision-making could mean the difference between capturing gains and suffering painful drawdowns. The stage was set for traders to test their skills across 66 daily bars with 11 decision points, four of them critical junctures.
What unfolded was a 4.5% advance from 77.26 to 80.71, modest in percentage terms yet rich in tactical complexity. The journey proved anything but linear, with a maximum drawdown of 12.9% that would have tested the conviction of most participants. A single-day move of 4.9% demonstrated that this market could surge or capitulate violently, demanding constant vigilance. Eleven decision points punctuated the replay, forcing traders to confront their processes repeatedly rather than simply setting positions and walking away.
This replay teaches that successful trading during ambiguous periods requires more than directional conviction. The drawdown alone illustrates why position sizing and risk limits matter—a trader who overextended during the pullback might have been stopped out before the recovery materialized. The four critical decision points served as stress tests for emotional discipline, asking participants whether they would follow their plans under pressure or abandon them at the worst moments. For students of markets, such scenarios offer invaluable practice in separating process from outcome, building habits that translate across market conditions.