Inflation · S&P/TSX Composite Index (2008)
The S&P/TSX Composite climbed 3.5% from 14296.4 to 14792.4 between October 2007 and May 2008, even as early inflation worries shook policy expectations. Replay each trading day, navigate 25 decision points, and receive an AI coach review through simulated capital only.
144 daily bars · 25 decision points · 2007-10 to 2008-05 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 17.0% and a 24.0% run-up.
- Max drawdown
- −17.0%
- Max run-up
- +24.0%
- Duration
- 209 days
- Largest single-day move
- −4.7%
- 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.
Event Replay
What happened — and what it teaches
In the autumn of 2007, the S&P/TSX Composite Index traded near 14296.4 as early inflation concerns began unsettling policy expectations across North America. The 144 trading days from October 26, 2007 to May 22, 2008 would test investors navigating a period where central bank credibility faced doubt and commodity prices surged unpredictably. The stakes were clear: participants had to read shifting rate expectations while managing exposure to an index that defied simple direction calls.
The index ultimately closed at 14792.4, a modest 3.5% gain over the full span. That headline figure concealed violent intermediate turbulence: a maximum drawdown of 17.0% struck portfolios, and the largest single trading day moved 4.7%. Across the replay, 25 decision points punctuated the calendar, nine of which were flagged as critical junctions where positioning choices carried amplified consequence. The journey proved that survival and profitability required more than directional conviction.
This replay trains traders to act under uncertainty without relying on hindsight. The 17.0% drawdown and 4.7% intraday spikes demand disciplined position sizing and pre-commitment to exit rules. Nine critical moments test whether players follow their process or react emotionally to each headline. The core lesson: inflation-driven policy transitions reward those who separate signal from noise and maintain psychological resilience when markets swing 4.7% in a single session.