Consumer Disc SPDR Uptrend Replay (2022-12-28 to 2023-02-02)
Replay 50 trading days tracking a Consumer Discretionary SPDR uptrend with a 3.9% gain and 9.8% maximum drawdown. Step through each session, navigate nine decision points including three critical ones, and receive AI coach feedback in a simulated educational environment.
50 daily bars · 9 decision points · 2022-12 to 2023-02 · Stocks
Key facts
This window spans 75 days with a peak-to-trough drawdown of 9.8% and a 23.7% run-up.
- Max drawdown
- −9.8%
- Max run-up
- +23.7%
- Duration
- 75 days
- Largest single-day move
- −3.3%
- Bars
- 50 Daily bars
- Decision points
- 9
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) faced a nuanced recovery environment during the final weeks of 2022 and early 2023, as markets digested shifting sentiment around consumer spending prospects. This 50-trading-day replay window from December 8, 2022 through February 21, 2023 placed participants directly inside an uptrend scenario where the direction remained uncertain until late in the period. Nine decision points—three flagged as critical—demanded continuous engagement with evolving price action and risk management choices. The stakes centered on capturing upside momentum while navigating the psychological pressure of drawdowns that could easily shake conviction.
The replay delivered a modest 3.9% net gain, closing at 72.77 from an opening of 70.02. Beneath this positive outcome lurked a 9.8% maximum drawdown and a largest single-bar swing of 3.3%, meaning participants endured significant intermediate pain to achieve the final result. The journey proved far more turbulent than the headline number suggests, testing whether traders could hold positions through adverse moves without abandoning their process or doubling down at inopportune moments.
This scenario excels as decision training because it separates outcome from process. The modest final return masks the psychological discipline required to navigate a 9.8% pullback and multiple volatile bars. Participants learn that maintaining conviction through drawdowns and avoiding reactive decisions during large single-day moves defines long-term performance more than any single entry or exit timing. The experience reinforces why systematic approaches and emotional regulation matter when market direction remains unclear.
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