Boom · S&P/TSX Composite Index (2007)
Canada's S&P/TSX Composite drifted -1.3% from 13,724 to 13,541 across 144 sessions ending January 2008, with a 12.2% drawdown. Replay each trading day, navigate 25 decision points, and receive AI coach feedback in this simulated capital exercise.
144 daily bars · 25 decision points · 2007-06 to 2008-01 · Stocks
Key facts
This window spans 210 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
- 210 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
In mid-2007, Canada's benchmark S&P/TSX Composite Index sat at the crossroads of a maturing bull market and mounting global uncertainties. The period from June to January 2008 captured a market navigating policy shifts, commodity swings, and the early tremors of what would become the financial crisis. For traders and investors, this stretch tested the ability to read momentum, manage exposure, and stay disciplined when direction shifted without warning.
The index drifted from 13,724 to 13,541 over 144 trading sessions—a modest -1.3% headline decline that concealed meaningful turbulence beneath the surface. A maximum drawdown of 12.2% revealed how far prices could fall even in a seemingly flat market, while the largest single-day move of 2.8% highlighted sudden sentiment reversals. The scenario offered 25 decision points, nine of which were critical, demanding choices at moments when the path forward remained genuinely unclear.
This replay teaches that flat markets are not necessarily quiet markets. A -1.3% net result can contain a 12.2% drawdown—position sizing and stop discipline matter more when headlines are unremarkable. Policy-driven volatility demands scenario planning rather than directional conviction alone. Psychologically, navigating a market that vacillates rather than trends tests patience and forces traders to distinguish between short-term noise and meaningful shifts in equilibrium. Success here is measured not by predicting the next move but by maintaining a repeatable process that survives periods of deceptive calm.