Canada National (BIS) Historical Replay: 1990-07 to 1997-10
Replay 30 monthly bars of Canada's national property market from July 1990 to October 1997, when prices rose only 10.4% despite a 6.4% drawdown. You step through each period, face 6 decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 1990-07 to 1997-10 · Property
Key facts
Peak-to-trough drawdown of 6.4% with a 14.4% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +14.4%
- Largest single-month move
- −5.6%
- Bars
- 30 Monthly bars
- Decision points
- 6
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 transports you to Canada's national property market during the early 1990s—a period defined by economic recession, rising unemployment, and a banking sector under pressure. The market offered no easy narrative: growth was sluggish, confidence fragile, and the path forward unclear. For anyone holding positions or considering entry during this era, the stakes were concrete: could you weather the uncertainty without abandoning sound process, or would fear and frustration erode your discipline?
Over 30 monthly bars from July 1990 to October 1997, the index climbed from 41.95 to 46.32—a gain of just 10.4%. Yet this modest advance masks meaningful turbulence: the largest single monthly move reached 5.6%, and the maximum drawdown hit 6.4%. Six decision points punctuated the period, two of them critical junctions where positioning and conviction were tested against shifting conditions. The challenge was not spotting opportunity but surviving the noise long enough to capture what little return the market offered.
For decision training, this scenario exposes a fundamental tension: patience versus risk management. A 10.4% return over seven years demands tolerance for dormant capital and persistent drawdowns. The 5.6% single-bar volatility tests emotional discipline—will you exit on fear or hold through the pullback? Process matters more than prophecy here; participants must practice calibrating position sizing, defining acceptable loss thresholds, and resisting the impulse to overtrade in thin markets. The psychological lesson is clear: not every sluggish period is a failure, and not every drawdown warrants retreat.
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