Default · S&P/TSX Composite Index (2012)
Replay 144 trading days on the S&P/TSX Composite as Europe's debt crisis reshapes Canadian markets, with the index falling 5.6% from 12276.9 to 11592.1. Navigate 25 decision points, including 9 critical ones, and receive AI coach feedback on each simulated call.
144 daily bars · 25 decision points · 2011-11 to 2012-06 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 11.5% and a 11.2% run-up.
- Max drawdown
- −11.5%
- Max run-up
- +11.2%
- 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
The scene opens in November 2011 as the S&P/TSX Composite Index sat at 12,276.9, a market suddenly exposed to transatlantic contagion. Europe's sovereign debt crisis—centered on Greece's restructuring talks—had become a systemic threat, sending tremors across global equity markets. Canadian investors faced a critical question: how to navigate an interconnected world where European policy failures could cascade into North American losses. The index, a broad measure of Canada's largest companies, offered a front-row seat to this stress test.
From November 11, 2011 to June 7, 2012, the index fell 5.6% to 11,592.1 across 144 trading days. The journey was anything but smooth—a maximum drawdown of 11.5% revealed the depth of investor anxiety, while a largest single-bar move of 4.0% captured moments of acute panic. Twenty-five decision points punctuated this period, with 9 critical moments demanding decisive action. Each juncture tested whether participants could separate signal from noise in a market driven by headlines and fear.
This replay teaches that crisis navigation demands both process and psychology. The numbers—5.6% decline, 11.5% drawdown, 4.0% intraday swings—were not merely historical trivia but recurring patterns. Decision training in such environments hones the ability to act under uncertainty, maintain conviction during drawdowns, and resist reactive selling at market extremes. The S&P/TSX scenario reminds us that surviving volatility requires discipline, not prediction.