Technology Sel SPDR Uptrend Replay (2001-04-04 to 2001-04-19)
Replay a volatile stretch where XLK rallied 19.9% across thirty daily bars in spring 2001. Step through each authentic trading day, face seven decision points with AI coach review, and explore how the boom unfolded in simulated capital only.
30 daily bars · 7 decision points · 2001-03 to 2001-05 · Stocks
Key facts
This window spans 42 days with a peak-to-trough drawdown of 18.9% and a 37.1% run-up.
- Max drawdown
- −18.9%
- Max run-up
- +37.1%
- Duration
- 42 days
- Largest single-day move
- +10.6%
- Bars
- 30 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
In the spring of 2001, technology stocks occupied a fragile space between the wreckage of the dot-com collapse and the tentative beginnings of recovery. XLK, the Technology Select Sector SPDR Fund, traced its path through thirty daily bars spanning from March 21 to May 2, 2001—a period when investors were still learning to distinguish genuine momentum from bear-market rallies. Seven decision points punctuated this stretch, three of them critical junctures where directional conviction mattered most.
The replay captures a net advance of 19.9%, taking the share price from 12.55 to 15.05 across those thirty authentic trading sessions. Yet the journey proved anything but linear: a maximum drawdown of 18.9% tested conviction, while a single session surge of 10.6% offered stark reminders of volatility's double edge. Participants navigating this replay encounter the full texture of a boom period—its promise and its punishment—without risking real capital.
This scenario sharpens decision training around three core competencies: maintaining process discipline through drawdowns, sizing positions relative to single-bar volatility, and recognizing when momentum signals demand revised risk parameters. The educational value lies not in predicting outcomes but in building the reflective habits that separate informed participants from reactive ones.