Canada National (BIS) Historical Replay: 2011-10 to 2019-01
Replay a Canadian property cycle across 30 monthly bars from October 2011, where prices climbed 64.2% with just a 2.2% drawdown. Step through each authentic market day, face six decision points, and receive an AI coach review on your choices in this simulated training scenario.
30 monthly bars · 6 decision points · 2011-10 to 2019-01 · Property
Key facts
Peak-to-trough drawdown of 2.2% with a 65.6% run-up.
- Max drawdown
- −2.2%
- Max run-up
- +65.6%
- Largest single-month move
- +6.7%
- 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 Canadian national property market entered a remarkable expansion phase from October 2011 through January 2019, a period spanning the 2010s and comprising 30 monthly data observations. Players step into a market environment characterized by sustained appreciation, exceptionally low volatility, and multiple decision points that test conviction and discipline. The scenario presents six opportunities to respond to market signals, with two critical junctures where positioning decisions carry heightened consequence.
Throughout the replay, the index climbed from 107.35 to 176.23, delivering a 64.2% total return across the eight-year span. The market exhibited extraordinary steadiness, with a maximum drawdown of only 2.2% and a largest single-bar move of 6.7%. These statistics suggest an almost uninterrupted ascent, yet the six decision points embedded within this trajectory created moments where participants had to choose between anchoring positions or adjusting exposure.
This scenario teaches that even gentle-looking volatility curves contain psychological traps. A 2.2% drawdown and 6.7% monthly swings appear modest on paper, but in live decision-making they trigger anxiety, second-guessing, and premature exits. The replay cultivates discipline by forcing participants to confront their risk tolerance in a historically favorable environment, asking whether they would have held conviction through minor pullbacks or reacted to routine fluctuations. Mastery here lies not in predicting direction but in maintaining process consistency under the psychological weight of real capital consequences.