Bubble · S&P/TSX Composite Index (2008)
Replay seven months of S&P/TSX volatility through 146 daily bars ending July 8, 2008, capturing a 13.2% drawdown. Step into 25 decision points, defend your choices with simulated capital, and receive an AI coach review of your reasoning.
146 daily bars · 25 decision points · 2007-12 to 2008-07 · Stocks
Key facts
This window spans 214 days with a peak-to-trough drawdown of 13.2% and a 24.2% run-up.
- Max drawdown
- −13.2%
- Max run-up
- +24.2%
- Duration
- 214 days
- Largest single-day move
- −4.7%
- Bars
- 146 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, Canada's primary equity benchmark, entered a turbulent period spanning December 2007 through July 2008. This era captured the final months of a global commodity supercycle and the earliest tremors of what would become the 2008 financial crisis. For market participants, the challenge was stark: navigate extreme uncertainty while commodity-heavy sectors showed signs of exhaustion. The stakes were considerable—decisions made during these seven months could determine whether portfolios survived the coming storm intact or suffered lasting damage.
The index closed at 13863 on December 7, 2007 and finished at 13809.8 on July 8, 2008, a net change of just -0.4% across 146 daily bars. Yet this deceptively flat headline figure concealed violent underlying swings. The maximum drawdown reached 13.2%, while the largest single-bar move hit 4.7%, revealing periods of acute panic and speculation within the broader sideways churn. Those who focused only on the endpoint missed the true nature of the journey.
This replay places you at 25 decision points, 9 of them critical, demanding consistent discipline across shifting market conditions. The lesson is not about predicting direction but about maintaining process when outcomes remain uncertain. Position sizing, drawdown thresholds, and emotional control become the true measures of performance. The Canadian market's false stability in early 2008 tested every assumption about risk management, revealing that survival through volatility and capital preservation are the foundations upon which longer-term outcomes are built.