Crash · S&P/TSX Composite Index (2011)
Experience the 2011 S&P/TSX Composite Index across 144 daily bars as Japan’s earthquake shock reshaped Canadian markets. Replay each session, navigate 25 decision points, and receive an AI coach review in a fully simulated training environment.
144 daily bars · 25 decision points · 2010-11 to 2011-06 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 9.3% and a 11.5% run-up.
- Max drawdown
- −9.3%
- Max run-up
- +11.5%
- Duration
- 209 days
- Largest single-day move
- −2.0%
- 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
The S&P/TSX Composite Index, Canada’s primary equity benchmark, enters a simulation spanning November 2010 to June 2011. This 144-trading-day window captures a period when global markets navigated the aftermath of major geopolitical tensions and natural disasters. The stage is set for participants to manage positions through a policy-driven landscape where volatility was the defining characteristic.
Over the full period, the index closed at 12,870 and finished at 12,972, representing a modest 0.8% gain. However, this tranquil headline figure conceals significant turbulence: a maximum drawdown of 9.3% tested portfolios, while the largest single-day move of 2.0% underscored sudden sentiment shifts. Participants faced 25 decision points, with 9 deemed critical, requiring repeated reassessment of risk exposure.
This scenario sharpens decision-making under uncertainty, emphasizing position sizing before volatility spikes and the psychological discipline required to avoid reactive selling during drawdowns. The gap between the small net return and large interim swings reveals how outcome orientation can mislead; process mastery—sticking to rules during maximum drawdown periods—distinguishes trained decision-makers. Managing through 9 critical junctures builds resilience, reinforcing that survival during a 9.3% drawdown often determines whether one captures the eventual 0.8% gain.