Crisis · S&P/TSX Composite Index (2011)
Canada's S&P/TSX Composite slid from 13,821.8 to 12,156.2 across 144 trading days as the European debt crisis reignited volatility. Replay each session, tackle 25 decision points, and receive an AI coach review of your crisis-era choices in a simulated, educational environment.
144 daily bars · 25 decision points · 2011-04 to 2011-11 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 20.0% and a 12.0% run-up.
- Max drawdown
- −20.0%
- Max run-up
- +12.0%
- Duration
- 209 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 the spring of 2011, the S&P/TSX Composite Index represented a Canadian equity market caught in the crosscurrents of the European sovereign debt crisis. As investors worldwide grappled with fears that the crisis in Greece, Portugal, and Ireland might spread, volatility returned to global markets with a vengeance. Canadian traders faced a landscape where the calm of the post-financial-crisis recovery was being shattered by uncertainty about European bank exposures and the stability of the eurozone.
The index declined from 13,821.8 to 12,156.2 over 144 trading days between April 14 and November 9, 2011, a loss of -12.1%. During this period, the market experienced a maximum drawdown of 20.0%, testing the resolve of even seasoned investors. The largest single-day move reached 4.0%, underscoring how rapidly sentiment could shift as headlines from Europe arrived in North American trading hours. These were not orderly retracements but panicked sessions where fear often dominated rational analysis.
This replay places participants at 25 decision points, 9 of which are marked as critical, forcing them to navigate the psychological challenges of a sustained bear phase. Learners confront questions about position sizing when drawdowns exceed expectations, the timing of defensive actions, and the emotional discipline required to avoid selling at market bottoms. The scenario distills lessons about risk management, the importance of pre-defined exit strategies, and the danger of making decisions driven by fear rather than process. Such historical stress-tests prepare traders for real-world volatility without risking actual capital.