The Canadian S&P/TSX Composite Index is a capitalization-weighted equity index that records the stock performance in Toronto Stock Exchange (TSX), which is the primary stock exchange in Canada. The S&P/TSX is closely monitored by investors and becomes a barometer for the health of the Canadian economy. The random walk model is an important tool to prove or disprove the efficient market hypothesis (EMH). Generally, the use of random walk model to test this hypothesis is conducted using statistical tests. Recently, we conducted a series of studies to use the random walk model to directly simulate/fit the major stock indices around the world. As a part of such an effort, we use the random walk model to simulate the S&P/TSX for the first 20 years in the 21 st century in this study. The results show that the random walk model can satisfyingly simulate the S&P/TSX trend for the long period, but fails for short periods.