Boom · S&P/TSX Composite Index (2010)
Replay a 19.3% climb on the S&P/TSX Composite from July 2010 to February 2011, navigating 25 policy-driven decision points across 144 daily bars. You will step through each authentic trading day, weigh competing choices at critical junctures, and receive an AI coach review of your simulated reasoning.
144 daily bars · 25 decision points · 2010-07 to 2011-02 · Stocks
Key facts
This window spans 210 days with a peak-to-trough drawdown of 3.4% and a 22.7% run-up.
- Max drawdown
- −3.4%
- Max run-up
- +22.7%
- Duration
- 210 days
- Largest single-day move
- −2.2%
- 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 July 2010 amid a gradual post-crisis recovery, with Canadian markets calibrating to shifting monetary expectations and commodity dynamics. The period ahead would test investors' ability to process policy signals across 144 trading days, as the index embarked on a sustained advance demanding continuous strategic recalibration. Participants would face 25 decision points—9 deemed critical—where competing interpretations of policy developments could yield divergent portfolio trajectories.
Between July 28, 2010 and February 23, 2011, the index climbed from 11696.6 to 13956.2, delivering a 19.3% total return. The journey proved neither linear nor tranquil: a maximum drawdown of 3.4% tested conviction, while the largest single-day swing of 2.2% demanded composure under intraday volatility. This configuration—robust gains punctuated by sudden lurches—mirrored the texture of policy-driven markets where headlines could override fundamentals in short bursts.
This replay cultivates disciplined decision-making under ambiguity. Navigating 25 policy-influenced choice points teaches investors to distinguish signal from noise, manage exposure during uncertain windows, and maintain psychological equilibrium when volatility clusters emerge. The modest maximum drawdown relative to gains reinforces that staying invested through measured drawdowns often proves more rewarding than reactive repositioning. Success here requires neither prophecy nor luck, but rigorous process and emotional regulation.