Default · S&P/TSX Composite Index (2007)
Replay 144 trading days on the S&P/TSX Composite from December 2006 to July 2007 as subprime defaults climbed and the index still rose 9.1%. You step through each daily bar, face 25 decision points including 9 critical ones, and receive an AI coach review of every simulated choice.
144 daily bars · 25 decision points · 2006-12 to 2007-07 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 5.2% and a 13.8% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +13.8%
- Duration
- 209 days
- Largest single-day move
- −2.7%
- 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.
Related scenarios
- Bubble · S&P/TSX Composite Index (2006)2006 · Lv.1
- Bubble · S&P/TSX Composite Index (2007)2007 · Lv.1
- Bubble · S&P/TSX Composite Index (2008)2007 · Lv.1
- Inflation · S&P/TSX Composite Index (2008)2007 · Lv.1
- Boom · S&P/TSX Composite Index (2007)2007 · Lv.1
- Default · S&P/TSX Composite Index (2007)2007 · Lv.1
Event Replay
What happened — and what it teaches
The scene takes place on the S&P/TSX Composite Index, the primary benchmark of the Canadian equity market, spanning from December 8, 2006 to July 5, 2007. This was a pivotal period when subprime mortgage defaults were accelerating in the United States, raising fears of contagion across global financial markets. The index, measured in points, represented Canada's largest and most liquid stocks. Participants face the challenge of navigating this uncertain landscape with 25 decision points, including 9 critical moments that test judgment under pressure.
The index closed at 12899.6 on December 8, 2006 and reached 14079.4 by July 5, 2007, representing a 9.1% gain. Yet this masked significant turbulence: the maximum drawdown reached 5.2%, and the largest single-bar move hit 2.7%. Across 144 daily bars, the market alternated between sharp rallies and tense sell-offs as news flows from the U.S. housing sector drove sentiment swings. Participants who fled during the drawdown missed the subsequent recovery, while those who overstayed on false confidence faced sharper losses.
This replay sharpens decision-making under ambiguity. The 25 decision points, particularly the 9 critical ones, force participants to confront the gap between analysis and execution. The key lessons center on disciplined process: sizing positions to survive drawdowns, maintaining conviction without stubbornness, and managing the emotional impulse to act on every headline. By replaying this period, learners develop the psychological resilience and systematic approach needed when markets move against positions despite fundamentally sound reasoning.