Inflation · S&P/TSX Composite Index (2011)
Replay eight months of Canada's resource-heavy index falling 14.9% from 14052.1 as commodity-driven inflation reshapes the market. You walk each session bar by bar, weigh 25 decision points including 9 critical ones, and receive an AI coach review of your simulated choices.
144 daily bars · 25 decision points · 2011-02 to 2011-09 · Stocks
Key facts
This window spans 208 days with a peak-to-trough drawdown of 18.2% and a 9.4% run-up.
- Max drawdown
- −18.2%
- Max run-up
- +9.4%
- 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, Canada's S&P/TSX Composite Index—a market heavily tilted toward energy, materials and mining companies—faced a shifting landscape as commodity-driven inflation pressures mounted globally. The eight-month replay window from February to September captured a market navigating the intersection of rising input costs, shifting monetary expectations and commodity price volatility. With Canada's economy deeply intertwined with resource sectors, participants in this replay faced the challenge of managing positions through a period where inflation signals and resource market dynamics created persistent uncertainty and directional risk.
The index declined 14.9% over 144 trading days, from 14052.1 to 11955, with a maximum drawdown of 18.2% and occasional sharp single-day moves reaching 4.0%. This environment tested the ability to execute decisions across 25 decision points, with 9 marked as critical moments requiring decisive action. The sustained nature of the decline meant that multiple sessions would challenge even disciplined approaches to position management.
This scenario excels as a decision-training exercise because it isolates the mental and strategic challenges of navigating prolonged downturns. The 25 decision points—including 9 critical ones—force participants to confront the compounding effects of their choices over time. Managing through an 18.2% maximum drawdown requires robust risk management and emotional discipline. The 4.0% single-bar volatility spikes remind practitioners that volatility clusters and that position sizing must account for short-term shocks. Ultimately, the replay teaches that process quality and psychological resilience matter more than predicting directional moves.