Consumer Disc SPDR Downtrend Replay (2001-07-20 to 2001-09-20)
Replay the XLY Consumer Discretionary ETF's 2001 slide, where the close fell 12.1% across 80 daily bars and one single day swung 9.3%. Walk through each trading session, make 11 timed choices including 4 critical ones, and receive an AI coach review, all with simulated capital for educational market-replay training.
80 daily bars · 11 decision points · 2001-06 to 2001-10 · Stocks
Key facts
This window spans 119 days with a peak-to-trough drawdown of 27.9% and a 20.8% run-up.
- Max drawdown
- −27.9%
- Max run-up
- +20.8%
- Duration
- 119 days
- Largest single-day move
- −9.3%
- Bars
- 80 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
In the summer of 2001, the Consumer Discretionary Select Sector SPDR (XLY) entered a sustained downtrend during one of the most uncertain periods for U.S. equities. The market was grappling with the aftermath of the dot-com crash, corporate accounting scandals, and growing recession fears. Over approximately four months, from mid-June to mid-October, this ETF tracked a sector highly sensitive to consumer confidence and economic cycles.
The decline was substantial: the close price fell from 13.88 to 12.2, representing a -12.1% drop. More striking was the volatility within this downtrend—the maximum drawdown reached 27.9%, and a single day's move could swing as dramatically as 9.3%. Across 80 daily bars, the market presented multiple inflection points where directional momentum shifted, testing the resolve of any participant holding positions through this period.
This replay trains you to manage risk when volatility exceeds expectations. With 11 decision points including 4 critical junctures, the scenario forces you to confront position sizing, stop-loss discipline, and the psychological strain of holding through a -12.1% drawdown. The educational value lies not in predicting direction but in building the process—pre-commitment to rules, acceptance of maximum drawdown as a statistical reality, and emotional regulation when a single bar moves 9.3% against you.