Crash · S&P/TSX Composite Index (2000)
Replay the dot-com unwind across 144 daily bars on the S&P/TSX Composite Index, from November 1999 to June 2000, as the benchmark climbed 29.2% before a 15.7% drawdown. You make every key call, hit 25 decision points, and receive an AI coach review, simulated capital only.
144 daily bars · 25 decision points · 1999-11 to 2000-06 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 15.7% and a 36.1% run-up.
- Max drawdown
- −15.7%
- Max run-up
- +36.1%
- Duration
- 208 days
- Largest single-day move
- −5.5%
- Bars
- 144 Daily bars
- Decision points
- 25
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.
Related scenarios
- Bubble · S&P/TSX Composite Index (1999)1998 · Lv.2
- Default · S&P/TSX Composite Index (1998)1998 · Lv.2
- Regulation · S&P/TSX Composite Index (2002)2001 · Lv.3
- Default · S&P/TSX Composite Index (2001)2001 · Lv.1
- War · S&P/TSX Composite Index (2001)2001 · Lv.1
- War · S&P/TSX Composite Index (2001)2001 · Lv.2
Event Replay
What happened — and what it teaches
In late November 1999, the S&P/TSX Composite Index stood at 7,889.9, poised at the edge of one of the most treacherous periods in modern equity market history. The dot-com frenzy had lifted valuations to extraordinary heights on both sides of the border, and Canadian investors faced a landscape where tech exposure—particularly in telecommunications and emerging internet infrastructure—had become the dominant narrative. With 144 daily trading bars stretching through to June 2000, this replay placed participants directly into the breathlessness of a market that could surge yet suddenly reverse, demanding discipline under conditions where excitement and fear competed for dominance.
The index ultimately closed at 10,197.3, delivering a net gain of 29.2% across the full window—a headline return that concealed a 15.7% maximum drawdown along the way. The largest single-day swing of 5.5% arrived without warning, underscoring the volatility inherent in this era. Throughout the period, participants encountered 25 decision points, nine of which were deemed critical, forcing them to navigate between the momentum of a rising market and the sudden reversals that defined the dot-com unwinding.
What this replay teaches is that process always outweighs outcome when training decision-making skills. The 29.2% headline gain is meaningless without understanding how one arrived at it across 25 distinct choices, nine of which carried heightened consequence. Managing the 15.7% drawdown—knowing when to reduce exposure, when to hold, and when to accept loss—separates disciplined practitioners from those simply riding momentum. The 5.5% single-bar moves test psychological resilience: panic selling at the bottom or reckless averaging down can compound losses just as surely as greed inflates risk during rallies. This scenario is a masterclass in the difference between being right about direction and being right about timing.