War · S&P/TSX Composite Index (2001)
Replay 144 trading days after the Afghanistan war began and watch the S&P/TSX Composite slide from 8091.8 to 7782. Step through each daily decision point in this historical scenario, get an AI coach review of your choices, and learn purely with simulated capital.
144 daily bars · 25 decision points · 2001-06 to 2002-01 · Stocks
Key facts
This window spans 211 days with a peak-to-trough drawdown of 19.5% and a 20.8% run-up.
- Max drawdown
- −19.5%
- Max run-up
- +20.8%
- Duration
- 211 days
- Largest single-day move
- −4.0%
- 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
- 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.2
- War · S&P/TSX Composite Index (2003)2002 · Lv.2
- Collapse · S&P/TSX Composite Index (2002)2002 · Lv.2
- Crash · S&P/TSX Composite Index (2002)2002 · Lv.3
Event Replay
What happened — and what it teaches
The S&P/TSX Composite Index entered a 144-trading-day period on June 11, 2001, as the aftermath of the September 11 attacks reshaped global markets and the Afghanistan war commenced. Canadian equities faced crosscurrents of energy dynamics, currency shifts, and changing risk appetites. Investors were navigating uncharted geopolitical terrain where traditional playbook assumptions were being rewritten daily.
The index closed at 7782 on January 8, 2002, a net decline of 3.8% from 8091.8—but the journey was far rockier than that headline figure suggests. During this span, the market endured a maximum drawdown of 19.5%, with single sessions moving as much as 4.0%. Traders confronted 25 decision points across the period, 9 of which were deemed critical turning points where positioning choices carried amplified consequences.
This replay sharpens decision-making under opacity. A 19.5% drawdown tests conviction and forces disciplined risk management—participants must decide whether to hold, reduce exposure, or adapt. The 4.0% single-bar swings train emotional regulation when volatility spikes. The 9 critical points become micro-labs for evaluating judgment calls in real time. Trainees learn that surviving volatile eras requires following process, not predictions, and that historical context is the foundation for sound decision frameworks.