Consumer Disc SPDR Uptrend Replay (2026-03-30 to 2026-05-28)
Replay an 84-day stretch of the Consumer Discretionary SPDR uptrend ending at 114.37 after a 9.7% drawdown. Step through each trading day, navigate 11 decision points including 4 critical ones, and receive AI coach feedback in a simulated environment.
84 daily bars · 11 decision points · 2026-02 to 2026-06 · Stocks
Key facts
This window spans 120 days with a peak-to-trough drawdown of 9.7% and a 15.5% run-up.
- Max drawdown
- −9.7%
- Max run-up
- +15.5%
- Duration
- 120 days
- Largest single-day move
- +3.1%
- Bars
- 84 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) represents one of the equity market's most sensitive gauges of consumer behavior and risk appetite. This replay scenario drops participants into an 84-day window where an established uptrend gradually surrendered to mounting headwinds. With 11 decision points scattered across the timeline—including 4 critical junctures—the experience demands both disciplined conviction and adaptive flexibility as market conditions evolve. The 2020s context underscores that volatility is structural rather than exceptional in modern equities.
The price story defies simple characterization. Starting at 117.05, the ETF ultimately settled at 114.37, delivering a -2.3% net loss over the full span. Yet this modest headline figure obscures a wilder reality: the max drawdown reached 9.7%, meaning peak-to-trough declines tested capital preservation seriously. The largest single-bar move of 3.1% illustrates how individual sessions can impose outsized emotional and portfolio stress that aggregate numbers smooth away. Participants who focused only on endpoints missed the turbulence in between.
For decision-training purposes, this scenario separates outcome from process in sharp relief. The -2.3% final return looks harmless, but the 9.7% drawdown demanded genuine risk management discipline. The 4 critical decision points forced learners to confront that markets rarely signal their intentions clearly—adaptive responses under uncertainty matter more than predicting direction. The psychological dimension is equally important: a 3.1% single-session swing tests whether traders can maintain conviction when volatility strikes without warning. The 2020s era reminds us that surviving periods of erosion is itself a skill that distinguishes durable practitioners from those who unravel under pressure.
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