Default · S&P/TSX Composite Index (2011)
Replay 144 daily bars of the S&P/TSX Composite from January 26 to August 22, 2011, watching the index slide 10.4% on Greek default fears. Walk through 25 decision points, including 9 critical ones, with AI coach review on a simulated, educational platform.
144 daily bars · 25 decision points · 2011-01 to 2011-08 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 18.2% and a 8.7% run-up.
- Max drawdown
- −18.2%
- Max run-up
- +8.7%
- Duration
- 208 days
- Largest single-day move
- −4.0%
- 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 early 2011, the S&P/TSX Composite Index represented Canada's flagship equity benchmark, encompassing the country's most influential companies across sectors from energy to financials. As Greek sovereign debt concerns intensified into a cascading European debt crisis, global risk appetite contracted sharply. Canadian investors faced the dilemma of weighing a relatively resilient domestic economy against the spillover effects of European fiscal deterioration, creating uncertainty about when and how aggressively to adjust portfolio exposure.
The replay covers 144 daily bars from January 26 to August 22, 2011, during which the index descended from 13465.8 to 12068.4, a cumulative decline of 10.4%. The market endured a maximum drawdown of 18.2%, while the largest single-bar move reached 4.0%, reflecting moments of acute panic and forced liquidation. Participants navigated 25 decision points across the scenario, including 9 critical junctures where positioning choices carried amplified consequences for outcomes.
This historical episode sharpens skills in systemic risk assessment and disciplined decision-making under sustained pressure. The scenario teaches that volatility itself is not the enemy, but rather the tendency to react impulsively to headlines without a coherent process. Navigating the Greek crisis required distinguishing between temporary dislocations and structural shifts, managing drawdowns without abandoning sound strategy, and recognizing when risk-off positioning serves long-term interests. For trainees, the value lies in confronting the psychological discomfort of watching a 10.4% decline unfold in real-time, building the composure needed to execute reasoned plans rather than panic-driven trades.