Crash · S&P/TSX Composite Index (2002)
Replay the S&P/TSX Composite's 2002 slide from 7835.9 to 6291.7 as a structured decision-training scenario. Step through 144 daily bars, weigh 25 decision points, and receive AI coach feedback in a simulated, educational environment.
144 daily bars · 25 decision points · 2002-03 to 2002-10 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 27.9% and a 11.7% run-up.
- Max drawdown
- −27.9%
- Max run-up
- +11.7%
- 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 spring of 2002, the S&P/TSX Composite Index began a seven-month descent that would test every investor's conviction. The market had already absorbed the fallout from the technology bubble's collapse, yet uncertainty persisted. Policy discussions around corporate governance, accounting standards, and interest rate trajectories created a fog of ambiguity. The Canadian market, heavily influenced by resource and financial sectors, faced headwinds from global economic anxiety. Participants navigating this period had to weigh macroeconomic signals against sector-specific vulnerabilities, all while managing positions in an environment where confidence was fragile.
The numbers tell a story of sustained pressure. From March 27 to October 22, 2002, the index fell from 7835.9 to 6291.7, a decline of 19.7%. The maximum drawdown reached 27.9%, meaning any investor who entered near the high experienced significant unrealized losses at the trough. The largest single-day move was 4.0%, illustrating that even within a grinding downtrend, sudden spikes of volatility emerged. Across 144 trading days, participants faced 25 decision points, nine of which the scenario identifies as critical junctures where positioning could have substantially altered outcomes.
This replay trains participants to confront several core challenges. First, the psychological discipline to hold or adjust positions when drawdowns exceed expectations. Second, the process discipline to evaluate whether policy signals justify position changes or merely represent noise. Third, risk management in an environment where the 27.9% peak-to-trough swing demanded either robust position sizing or active adjustment. The 25 decision points serve as deliberate pauses to practice reasoning under uncertainty, building habits that transfer beyond any single scenario.