Bubble · S&P/TSX Composite Index (1999)
From December 1998 to July 1999 the S&P/TSX Composite climbed 13.6% through 26 decision points as a tech-fueled rally unfolded. Replay each day, face 9 critical calls, and get an AI coach review of your reasoning on this simulated educational scenario.
150 daily bars · 26 decision points · 1998-12 to 1999-07 · Stocks
Key facts
This window spans 217 days with a peak-to-trough drawdown of 10.0% and a 17.4% run-up.
- Max drawdown
- −10.0%
- Max run-up
- +17.4%
- Duration
- 217 days
- Largest single-day move
- +2.5%
- Bars
- 150 Daily bars
- Decision points
- 26
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
From December 1998 to July 1999, the S&P/TSX Composite Index traded through a period of transitional sentiment on Canadian equities. The late 1990s had brought a wave of technological optimism across North American markets, yet uncertainty lingered around interest rates, commodity cycles, and whether the momentum would sustain. This replay positions you inside 150 daily bars as a decision-maker who must navigate each twist without knowing the outcome ahead.
The index rose from 6339 to 7198.2, a 13.6% advance over the full span, but the path was neither smooth nor forgiving. The maximum drawdown reached 10.0%, testing conviction during equity setbacks, while the largest single-bar move of 2.5% underscored how quickly sentiment could shift on any given session. Across the data window, 26 decision points were embedded, with 9 flagged as critical—moments where the analytical approach you choose could meaningfully alter your outcomes relative to the benchmark.
This scenario trains three core competencies. First, process discipline: with drawdowns of that magnitude, the difference between a structured plan and reactive guessing is exposed. Second, risk calibration: sizing positions to survive a 10.0% peak-to-trough decline without abandoning strategy. Third, psychological management: resisting the urge to extrapolate the 2.5% single-day moves as new trends while maintaining steady engagement across the full 150-bar arc. The historical period serves not as a prediction template but as a controlled environment for sharpening judgment under authentic market pressure.