Consumer Disc SPDR Uptrend Replay (2025-11-20 to 2026-01-12)
Replay a 70-day Consumer Discretionary SPDR uptrend with an 8.7% drawdown and 2.6% largest bar swing. Walk through each trading day, tackle 11 decision points, and receive an AI coach review in a simulated, educational environment.
70 daily bars · 11 decision points · 2025-10 to 2026-02 · Stocks
Key facts
This window spans 101 days with a peak-to-trough drawdown of 8.7% and a 12.6% run-up.
- Max drawdown
- −8.7%
- Max run-up
- +12.6%
- Duration
- 101 days
- Largest single-day move
- +2.6%
- Bars
- 70 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 Consumer Discretionary SPDR (XLY) replay scenario spans 70 trading days from late October 2025 through early February 2026, placing participants in the heart of a decade defined by shifting consumer behaviors and market volatility. Eleven decision points punctuate the replay, four of which are marked as critical junctures where directional conviction and position management carry heightened consequence. This is a pure training environment where simulated capital allows learners to act without financial risk while engaging with authentic historical price action.
The period opens at a close of 120.54 and concludes at 117.51, representing an overall decline of 2.5 percent. Within that trajectory, the Consumer Discretionary sector experienced a maximum drawdown of 8.7 percent, testing the resolve of any participant holding directional exposure. The largest single trading day swing reached 2.6 percent, a magnitude sufficient to trigger emotional responses or force reflection on stop-loss discipline. Price moved through 70 daily bars, each one an opportunity to reassess thesis and adjust posture.
This replay teaches that staying power and risk calibration matter more than market timing perfection. Navigating an 8.7 percent drawdown without abandoning a sound process is where skill differentiates from luck. The 2.6 percent intraday spikes serve as reminders that volatility is inherent, not exceptional, and that predefining acceptable loss thresholds is the only reliable antidote to emotional decision-making under pressure. Eleven decision points provide repeated practice in the cognitive habits that separate disciplined traders from reactive ones.
Featured in the archive