Default · S&P/TSX Composite Index (2007)
Replay 144 trading days of the S&P/TSX Composite from April to November 2007, when Canada’s benchmark absorbed a 12.2% drawdown. Walk through 25 decision points day by day, feel the volatility, and receive an AI coach review on your simulated choices.
144 daily bars · 25 decision points · 2007-04 to 2007-11 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 12.2% and a 13.8% run-up.
- Max drawdown
- −12.2%
- Max run-up
- +13.8%
- Duration
- 208 days
- Largest single-day move
- −2.8%
- 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
The S&P/TSX Composite Index serves as Canada’s primary equity benchmark, tracking the country’s most significant publicly traded companies. This replay covers 144 trading days from April 13, 2007 to November 7, 2007—a period when global credit markets began showing severe strain ahead of the summer subprime mortgage crisis. Investors and traders faced mounting uncertainty as liquidity conditions tightened across North American markets, making risk management and tactical decision-making essential.
Over the full data span, the index rose from 13578.6 to 14118.2, delivering a modest 4.0% return. Yet this headline figure obscures considerable turbulence beneath the surface: the index endured a maximum drawdown of 12.2% and experienced a largest single-bar move of 2.8%. The replay presents traders with 25 decision points, of which 9 are flagged as critical, capturing moments where market conditions shifted rapidly and strategic choices carried heightened consequence.
This scenario teaches that short-term volatility and long-term outcomes can diverge sharply. Navigating a 12.2% drawdown while the index ultimately closes higher demands emotional discipline and adherence to process. Traders learn to recognize when volatility represents noise versus signal, practice position sizing under uncertainty, and build the psychological resilience required to execute strategies through periods of acute market stress.