Canada National (BIS) Historical Replay: 2009-04 to 2016-07
Replay Canada's 2009-04 to 2016-07 housing market as it climbed 67.7% with only a 2.2% max drawdown. Move month by month through 6 decision points, two flagged critical, and receive an AI coach review of each simulated choice.
30 monthly bars · 6 decision points · 2009-04 to 2016-07 · Property
Key facts
Peak-to-trough drawdown of 2.2% with a 67.7% run-up.
- Max drawdown
- −2.2%
- Max run-up
- +67.7%
- Largest single-month move
- +6.4%
- 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 Canadian housing market replay opens in April 2009, a moment of profound uncertainty. The global financial crisis had shattered confidence in real estate worldwide, yet Canada's market presented a unique test case. Participants enter a market where traditional risk metrics seemed inadequate and consensus opinion remained divided on sustainability. With 30 monthly data points spanning across the 2000s and 2010s decades, the scenario captures a critical inflection point in national property valuation. The stakes are clear: navigate an extended bull phase while maintaining discipline through minimal volatility.
The numbers reveal a remarkably smooth ascent. The index climbed from 90.5 to 151.81, delivering a 67.7% total return over the period. What distinguishes this run is the composure required to stay invested—the maximum drawdown measured just 2.2%, and the largest single monthly surge reached only 6.4%. Six decision points punctuate the timeline, with two flagged as critical moments requiring careful judgment. The rarity of significant setbacks tested whether participants could trust their thesis when pullbacks were shallow and brief.
For decision training, this scenario isolates the psychology of low-volatility conviction. When drawdowns are small and price action appears effortless, the challenge becomes resisting both premature exits and overconfidence. The two critical decision points strip away comfort and demand principled analysis. Participants learn that sustainable returns often require enduring periods where the market offers no dramatic validation, and that discipline during calm markets is what separates long-term wealth builders from reactive traders.
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