Collapse · S&P/TSX Composite Index (2002)
Replay the S&P/TSX Composite from June 2002 into January 2003, when the index fell 8.6% while suffering a 22.6% drawdown. Step through 144 daily bars, navigate 25 decision points, and receive an AI coach review of each call.
144 daily bars · 25 decision points · 2002-06 to 2003-01 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 22.6% and a 20.1% run-up.
- Max drawdown
- −22.6%
- Max run-up
- +20.1%
- Duration
- 210 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 summer of 2002, the S&P/TSX Composite Index stood at 7359.6, navigating one of the most uncertain stretches for global markets since the technology bubble burst. Over the next seven months, investors faced a brutal combination of corporate accounting scandals, economic slowdown fears, and geopolitical tensions that eroded confidence across sectors. This replay places you inside that environment, requiring you to respond to shifting sentiment with only the information available at each moment.
The index ultimately closed at 6723.1, representing an 8.6% decline from the opening level. Yet the journey was far more violent than the net result suggests: the maximum drawdown reached 22.6%, meaning any investor who entered during the period faced substantial interim losses. The largest single-day move hit 4.0%, a reminder that volatility clusters and that tail events can materialize without warning. Across 144 trading days, you will encounter 25 decision points, nine of which are marked as critical junctures where positioning choices carried amplified consequences.
This scenario is a masterclass in process over outcome. The 22.6% drawdown demonstrates why trailing losses erode discipline: even sound analysis can produce extended paper losses that test conviction. By replaying each trading day and confronting 25 decision moments, you train yourself to separate signal from noise, manage position size against maximum drawdown scenarios, and recognize when volatility itself becomes the primary market driver. The goal is not to predict the bottom but to survive the journey with your decision-making framework intact.