Regulation · S&P/TSX Composite Index (2010)
Replay 144 daily bars from March to October 2010 as Canada's banking capital rules reshape the S&P/TSX Composite, enduring a 9.7% drawdown. Step through 25 decision points day by day with an AI coach reviewing each move in simulated practice.
144 daily bars · 25 decision points · 2010-03 to 2010-10 · Stocks
Key facts
This window spans 206 days with a peak-to-trough drawdown of 9.7% and a 12.7% run-up.
- Max drawdown
- −9.7%
- Max run-up
- +12.7%
- Duration
- 206 days
- Largest single-day move
- −3.0%
- 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 spring of 2010, Canada's banking sector faced a pivotal regulatory moment as new capital requirements reshaped the operating environment for the nation's largest financial institutions. The S&P/TSX Composite Index, Canada's primary equity benchmark, became the testing ground for understanding how tighter capital rules would affect bank earnings, lending capacity, and investor sentiment. Over the seven-month span from March 15 to October 7, 2010, market participants had to navigate these policy shifts while managing broader economic uncertainties. This replay places traders at the center of that pressure test, forcing them to make real decisions as the regulatory landscape evolved day by day.
The index opened at 12008.8 and closed at 12445.9, delivering a modest 3.6% gain by early October. Beneath that positive finish lay a far more turbulent journey, with a maximum drawdown of 9.7% testing the resolve of anyone holding positions through the summer months. The largest single-bar move of 3.0% on any given day reminded participants that policy headlines could swing prices sharply in either direction, requiring constant recalibration of exposure. Navigating from March to October meant enduring real pain before seeing any reward.
This replay offers a structured environment to practice composure during extended downturns. With 25 decision points to work through, including 9 critical moments scattered across the 144 daily bars, participants can experiment with position sizing, stop discipline, and risk assessment under genuine historical pressure. The scenario teaches that surviving volatility is often more valuable than chasing returns, and that regulatory events demand patience before conclusions can be drawn about their market impact.
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