Default · S&P/TSX Composite Index (2001)
Replay 144 days of S&P/TSX history through Argentina's 2001 default spillover, navigating a 15.4% drawdown and sharpest single-day swing of 4.0%. Walk day by day, tackle 25 decision points, and receive an AI coach review on your simulated choices.
144 daily bars · 25 decision points · 2001-08 to 2002-03 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 15.4% and a 22.0% run-up.
- Max drawdown
- −15.4%
- Max run-up
- +22.0%
- Duration
- 209 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.
Event Replay
What happened — and what it teaches
In the late summer of 2001, the S&P/TSX Composite Index faced an unlikely source of turbulence: the collapse of Argentina's economy and its historic sovereign default. Canadian investors, accustomed to domestic policy calm, suddenly confronted spillover effects rippling through commodity prices, currency flows, and risk sentiment across global markets. This 144-day replay places you inside that uncertainty, where policy announcements from Buenos Aires could shift Toronto trading by the hour and conventional diversification logic faced a real-world stress test.
The index closed August 9, 2001 at 7695.3 points and finished March 6, 2002 at 7944.3, delivering a modest 3.2% return over the full period. Beneath that veneer of stability lay significant turmoil: a maximum drawdown of 15.4% tested portfolio resilience, while the largest single-day swing of 4.0% demanded split-second risk judgment. Across these 144 daily bars, 25 decision points emerged, nine of them critical junctures where positioning and conviction separated measured responses from reactive ones.
This replay hones the ability to distinguish between noise and signal when geopolitical contagion is the driving force. Participants practice calibrating position sizing against known drawdown ranges, resisting the impulse to exit at lows, and maintaining process discipline when headlines fuel volatility. The scenario rewards those who treat 4.0% intraday moves as information rather than panic triggers, and who recognize that a 3.2% annual return can mask far greater underlying turbulence worth studying.