War · S&P/TSX Composite Index (2001)
Replay 144 daily bars from the 2001 S&P/TSX Composite, spanning a 22.4% maximum drawdown in a single turbulent stretch. Step through decision points day by day, make your own calls, and receive AI coach feedback on this simulated educational journey.
144 daily bars · 25 decision points · 2001-05 to 2001-12 · Stocks
Key facts
This window spans 209 days with a peak-to-trough drawdown of 22.4% and a 17.0% run-up.
- Max drawdown
- −22.4%
- Max run-up
- +17.0%
- 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
The S&P/TSX Composite Index replay transports participants to a critical stretch of 2001, when global markets grappled with uncertainty following the post‑dot‑com downturn and the September 11 attacks. This scenario spans 144 daily bars from May 16 through December 11, placing traders in the seat of decision‑making during a period when conventional assumptions about stability were being tested. Nine critical decision points punctuate the timeline, each demanding a response to shifting market conditions.
Over the full span, the index closed at 7531.6, down 7.5% from its opening level of 8146. The headline figure, however, understates the journey: the market endured a maximum drawdown of 22.4%, with individual sessions moving as much as 4.0% in a single day. These numbers capture the vertigo of a market that did not fall in a straight line but lurched between sharp declines and fleeting recoveries, creating repeated traps for those without a disciplined framework.
This replay trains traders to confront the gap between analytical clarity and emotional execution. A 22.4% drawdown is not merely a statistic; it is a test of whether a trader can hold to a process when positions are underwater and headlines are ominous. The largest single‑bar moves remind us that volatility itself can become the enemy, demanding position sizing discipline and pre‑defined exit logic. Ultimately, the scenario teaches that surviving turbulent markets depends less on predicting direction than on managing risk, maintaining emotional equilibrium, and adhering to a repeatable decision process.