Bubble · S&P/TSX Composite Index (2007)
Replay 150 daily bars of the Canadian S&P/TSX Composite from February through September 2007, where a 12.2% drawdown exposed credit and real-estate vulnerabilities. Step into 26 decision points, navigate nine critical choices, and receive an AI coach review of your simulated capital allocation.
150 daily bars · 26 decision points · 2007-02 to 2007-09 · Stocks
Key facts
This window spans 216 days with a peak-to-trough drawdown of 12.2% and a 15.1% run-up.
- Max drawdown
- −12.2%
- Max run-up
- +15.1%
- Duration
- 216 days
- Largest single-day move
- −2.8%
- 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
The S&P/TSX Composite Index entered February 2007 at the height of a prolonged equity surge, with Canadian markets riding a wave of commodity strength and credit expansion. The period through September carried profound implications: central banks were navigating the delicate balance between inflation and growth, while credit and real-estate vulnerabilities lurked beneath the surface of apparent prosperity. Investors faced the task of allocating simulated capital across 26 decision points, nine of which would prove critical to portfolio outcomes.
The replay data reveals a market that ultimately gained 4.3% over the 150 trading days, closing at 13704.3 from an opening of 13142.3. However, this modest headline gain concealed significant turbulence: a maximum drawdown of 12.2% tested risk tolerance, while intraday swings reached 2.8%, creating moments of acute uncertainty. The discrepancy between headline performance and lived experience became the central challenge of the period.
This scenario excels as a decision-training exercise because it separates outcome from process. The 12.2% drawdown demanded that participants confront loss aversion and the temptation to exit positions at the worst possible moment. Navigating nine critical choices under such pressure reveals whether traders apply consistent risk frameworks or react emotionally to price fluctuations. The lesson is clear: managing volatility, not predicting direction, determines whether capital survives periods when credit and real-estate vulnerabilities surface without warning.