War · S&P/TSX Composite Index (2003)
Replay 144 daily bars of the S&P/TSX Composite from November 2002 to June 2003, when the index climbed 6.1% amid war-driven volatility. Work through 25 decision points, including 9 critical ones, and receive an AI coach review of each call.
144 daily bars · 25 decision points · 2002-11 to 2003-06 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 8.9% and a 14.3% run-up.
- Max drawdown
- −8.9%
- Max run-up
- +14.3%
- Duration
- 208 days
- Largest single-day move
- −2.6%
- 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 late November 2002, the S&P/TSX Composite Index began a six-month journey that would unfold against the backdrop of rising Middle East tensions and the approaching Iraq War. Canadian investors faced a landscape defined by geopolitical uncertainty, shifting policy signals, and the fundamental question of how war would affect commodity-driven domestic sectors. The Toronto market, heavily influenced by energy and materials stocks, became a proxy for broader global anxieties about conflict and its economic fallout.
Over 144 trading days from November 29, 2002 to June 25, 2003, the index climbed from 6570.4 to 6970.6, delivering a modest 6.1% return. Yet that headline number obscures a turbulent path: the market endured a maximum drawdown of 8.9% and experienced single-day swings as large as 2.6%. Navigating this volatility required traders to work through 25 decision points, 9 of which presented critical turning points where positioning decisions carried outsized consequences.
This replay trains participants to act under the pressure of incomplete information, exactly as investors did during the actual period. The lesson is not about predicting war outcomes but about managing risk when headline risk dominates sentiment. Practicing through these 25 decision points develops the disciplined process—position sizing, stop-loss discipline, emotional control—that distinguishes measured responses from reactive ones in high-volatility environments.