Boom · S&P/TSX Composite Index (2004)
Ride the 8.2% climb of the S&P/TSX Composite from June 2004 to January 2005. Step into daily decisions through 25 policy-driven moments and receive an AI coach review of your simulated choices.
146 daily bars · 25 decision points · 2004-06 to 2005-01 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 5.2% and a 14.2% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +14.2%
- Duration
- 214 days
- Largest single-day move
- +1.7%
- Bars
- 146 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 2004, the S&P/TSX Composite Index entered a steady climb that would test investors' ability to navigate a policy-sensitive environment. Canada's resource-heavy market was finding direction amid shifting global commodity cycles, and the 146 trading days between June 10, 2004, and January 10, 2005, presented a landscape where policy signals could move prices as powerfully as earnings. For traders and investors, the challenge was not merely capturing gains but maintaining discipline through a period where the macro backdrop remained fluid and conviction could waver.
The index rose from 8345.5 to 9026.8, delivering an 8.2% advance over the seven-month span. Yet the path was far from linear. The largest single-day move reached 1.7%, and the maximum drawdown of 5.2% meant that at various points, positions looked considerably worse before recovering. Across these 146 bars, 25 decision points emerged, nine of which proved critical to outcomes. These moments demanded clear thinking about position sizing, entry timing, and the willingness to hold through discomfort when the thesis remained intact.
This replay teaches that sustainable performance in policy-driven markets requires distinguishing signal from noise. The process matters more than any single bet: pre-defining your response to volatility, understanding that drawdowns are inevitable, and maintaining psychological equilibrium when 1.7% intraday swings test your conviction. The goal is not perfection but calibrated decision-making under uncertainty, building habits that serve you across countless future scenarios.
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