Bubble · S&P/TSX Composite Index (2006)
Replay 150 daily bars across the 2006 S&P/TSX Composite, navigating a 12.7% drawdown and a 2.6% single-day jolt. Make choices at 26 decision points, then review each move with the AI coach for educational insight — simulated capital only.
150 daily bars · 26 decision points · 2006-02 to 2006-09 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 12.7% and a 11.9% run-up.
- Max drawdown
- −12.7%
- Max run-up
- +11.9%
- Duration
- 216 days
- Largest single-day move
- −2.6%
- Bars
- 150 Daily bars
- Decision points
- 26
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 early 2006, the S&P/TSX Composite Index sat at the center of global resource-market enthusiasm. Canadian equities, heavily weighted toward energy and materials, faced mounting scrutiny as commodity prices surged and valuations stretched. The period from February through September placed investors in a challenging position: navigating a market where apparent strength concealed underlying fragility, and where the line between confidence and complacency grew increasingly difficult to distinguish.
The numbers tell a story of hidden turbulence beneath modest surface movement. Across 150 daily bars, the index drifted from 11817.3 to 11656.6, a seemingly innocuous decline of just -1.4%. Yet this quiet headline figure masked a 12.7% maximum drawdown, meaning participants who entered the period faced meaningful peak-to-trough losses before any recovery. The experience was punctuated by a single-day jolt of 2.6%, the kind of sudden shift that tests conviction and forces real-time decision making. Twenty-six decision points, nine of them critical, scattered throughout the seven-month window demanded choices under evolving uncertainty.
This replay teaches that stable-looking markets can harbor significant risk beneath the surface. The disconnect between modest overall returns and substantial drawdowns challenges investors to look beyond aggregate performance and examine volatility patterns. Managing positions through periods of extended pressure, resisting the urge to react to isolated spikes, and maintaining disciplined process at critical junctures form the core competencies this scenario develops. Psychology matters as much as analysis: the ability to stick to a reasoned approach when headlines suggest alarm or complacency separates informed decision-making from reactive guessing. The S&P/TSX Composite of 2006 remains a valuable classroom for understanding how complacency in seemingly stable markets can prove costly, and how disciplined navigation of uncertainty defines long-term resilience.
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