Commodity Shock · S&P/TSX Composite Index (2008)
Replay 144 trading days of the S&P/TSX Composite from March to October 2008 as crude oil spiked then reversed, with the index falling 30.2% to 9236.9. Walk through 25 decision points, navigate 39.9% drawdown volatility, and receive AI coach feedback in a simulated, educational environment.
144 daily bars · 25 decision points · 2008-03 to 2008-10 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 39.9% and a 13.9% run-up.
- Max drawdown
- −39.9%
- Max run-up
- +13.9%
- Duration
- 208 days
- Largest single-day move
- +9.8%
- 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 entered a turbulent seven months as crude oil prices surged to historic highs then abruptly reversed course. From late March 2008, investors faced a commodity shock that rippled through Canada's resource-heavy equity market. The period was marked by extreme uncertainty over energy costs, global growth prospects, and how monetary authorities would respond to mounting inflationary pressures.
Over 144 trading days the index declined from 13233.8 to 9236.9, a cumulative loss of 30.2%. The journey proved highly volatile, with the market experiencing a maximum drawdown of 39.9% and single-day moves as large as 9.8%. Participants navigated 25 decision points, including 9 critical junctures that tested both conviction and discipline as the selloff unfolded.
This replay sharpens the ability to manage risk during asymmetric macro shocks, when commodity-driven forces can override individual security analysis. Traders confront the psychological strain of holding positions through severe drawdowns while maintaining the flexibility to adapt when prevailing trends reverse. The scenario emphasizes disciplined position sizing, clear exit criteria, and emotional composure as essential tools for surviving environments where conventional valuation frameworks are disrupted by energy-driven volatility.
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