Regulation · S&P/TSX Composite Index (2002)
Step into 144 turbulent days on Canada's S&P/TSX Composite, where the index fell 16.8% amid post-scandal regulatory shifts. Replay each session, navigate 25 decision points, and receive an AI coach review in a simulated educational environment.
144 daily bars · 25 decision points · 2001-12 to 2002-07 · Stocks
Key facts
This window spans 207 days with a peak-to-trough drawdown of 20.0% and a 7.3% run-up.
- Max drawdown
- −20.0%
- Max run-up
- +7.3%
- Duration
- 207 days
- Largest single-day move
- −2.7%
- 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
The scene opens on Canada's flagship equity market at the end of 2001, as the S&P/TSX Composite Index faced mounting pressure from the aftershocks of corporate accounting scandals that had rattled global markets. Investors were bracing for regulatory overhauls aimed at restoring confidence in financial reporting and corporate governance. The period from late December 2001 through mid-July 2002 represented a critical test of market resilience under the weight of policy uncertainty.
Over 144 trading sessions, the index declined from 7650.6 to 6366.7, representing a -16.8% loss. The journey was marked by a maximum drawdown of 20.0%, with the largest single-day swing reaching 2.7%. Participants navigated 25 decision points, including 9 critical junctures that demanded careful risk assessment and strategic composure in an environment shaped by shifting regulatory expectations.
This replay scenario distills essential lessons in risk management and decision-making under uncertainty. Participants learn to calibrate position sizing against known drawdown potential, maintain discipline during extended declines, and separate noise from signal when policy headlines dominate market sentiment. The psychological dimension proves equally important: navigating volatile markets requires emotional equilibrium and adherence to process over impulse. By replaying authentic historical volatility, users develop the composure needed to make measured choices when uncertainty peaks.