Consumer Disc SPDR Uptrend Replay (2016-11-04 to 2018-01-26)
Replay a 2017 consumer discretionary uptrend where the ETF climbed 3.3% across 150 daily bars. Step through each session, face 11 decision points, and receive an AI coach review in this simulated market-training exercise.
150 daily bars · 11 decision points · 2017-03 to 2017-10 · Stocks
Key facts
This window spans 215 days with a peak-to-trough drawdown of 4.3% and a 7.2% run-up.
- Max drawdown
- −4.3%
- Max run-up
- +7.2%
- Duration
- 215 days
- Largest single-day move
- −1.6%
- Bars
- 150 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
This replay covers the Consumer Discretionary Select Sector SPDR Fund during the 2010s, spanning March 1, 2017 to October 2, 2017. Participants enter a market where consumer spending expectations were being recalibrated against shifting economic indicators and policy discussions. The scenario challenges traders to navigate 11 decision points across 150 daily bars, requiring them to balance conviction with flexibility in an environment where directional momentum was gradual rather than dramatic.
Across the 150 daily bars, the ETF moved from $43.67 to $45.12, delivering a 3.3% gain. This modest return envelope contained meaningful turbulence, including a maximum drawdown of 4.3% and a largest single-bar move of 1.6%. Such figures illustrate how even trending markets can punish those without disciplined position sizing and stop-loss awareness, as sideways pullbacks tested conviction before any sustained advance materialized.
This scenario sharpens several core competencies. First, process discipline matters more than prediction—participants must follow their plans through drawdowns rather than abandoning them at emotional lows. Second, risk calibration requires respecting the 4.3% drawdown ceiling, reinforcing that position sizes should be set to survive adverse phases without forced liquidation. Third, psychology training addresses the temptation to overweight a 1.6% single-bar spike or chase momentum after the fact. The educational value lies in internalizing that consistent small gains and controlled losses, not spectacular bets, define long-term performance in trending markets.