Canada National (BIS) Historical Replay: 2002-10 to 2010-01
Replay a 30-month Canadian property boom from October 2002 through January 2010, watching the index climb 69.6% across monthly decision points. You navigate each bar, face two critical choices, and receive an AI coach review of your simulated reasoning.
30 monthly bars · 6 decision points · 2002-10 to 2010-01 · Property
Key facts
Peak-to-trough drawdown of 8.8% with a 69.6% run-up.
- Max drawdown
- −8.8%
- Max run-up
- +69.6%
- Largest single-month move
- +4.7%
- 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
The scene opens on Canada's national property market in October 2002, a period when housing prices were beginning a sustained ascent that would test the convictions of every participant. Over the next 30 months of monthly data, investors and analysts faced the classic dilemma of a market in clear uptrend—one that demanded continuous evaluation of entry timing, position sizing, and the ever-present question of when momentum might exhaust itself. This replay places you in the role of navigator, confronting six decision points—two of them critical inflection moments—where the trajectory of your simulated portfolio hung on choices made with imperfect information.
The index climbed from 58.55 to 99.32, delivering a total return of 69.6% across the data span. Yet the journey was far from linear: the maximum drawdown reached 8.8%, and a single month's move could swing as much as 4.7%, introducing periods of genuine uncertainty into what the long-term trend ultimately validated. The challenge lay not in identifying the direction but in surviving the interim volatility while maintaining conviction.
This replay teaches that process matters more than prediction. The student must learn to distinguish between short-term noise and structural shifts, to size positions in ways that allow survival through drawdowns, and to recognize that the largest single-bar moves—whether gains or losses—can unsettle even well-laid plans. Psychological resilience, systematic decision frameworks, and the humility to update views when evidence warrants become the true determinants of success in any multi-year market journey.