Boom Archive
Sustained advances that reward early positioning and punish impatience — the quiet trades that are hardest to sit through.
150 archive files · page 1/2
2025 · Stocks · US
Q4 2025–Q2 2026: A Global Equity Rally, Its Correction, and the Markets That Diverge
From October 2025, global equity markets entered a synchronized rally before correcting sharply in Q1 2026, with dramatic divergences across Gulf, Asian, and US indices.
Read the file →2024 · Commodities · US
2024 Commodity Markets: The Fed's September Pivot and the Dollar Weakness That Divided 53 Scenarios
How the Federal Reserve's September 2024 rate cut split commodity markets — energy surges, agricultural boom, and industrial metals stagnation under a single policy shift.
Read the file →2024 · Commodities · BR
2024: Three Commodity Shocks and the Traders Who Rode Them
Precious metals shattered records, Brazil's drought reshaped soft commodities, and Middle East tensions roiled energy markets across 126 trading days of 2024.
Read the file →2024 · Commodities · US
November 2024: Tariff Shock and Dollar Surge Reshape the Entire US Commodity Complex
Policy headlines and USD volatility dominated 122 trading days from Nov 2024–May 2025, driving record drawdowns across 54 commodity scenarios.
Read the file →2024 · Stocks · US
2024 Consumer Disc SPDR: Riding the Sector Rotation Boom
An XLY boom replaying 150 trading days from June 2024 through January 2025, the Consumer Disc SPDR climbed 27.2% with a 12.7% drawdown and 11 decision points.
Read the file →2023 · Commodities · US
November 2023–May 2024: Red Sea Tensions and the Global Commodity Boom
Geopolitical shock from Red Sea shipping disruptions drove extreme divergence across commodity markets, with cocoa soaring 150.7% and natural gas plunging 26.5% in six months of heightened volatility.
Read the file →2022 · Forex · US
2022 Autumn: Three Forex Storms — Yen Intervention, UK Mini-Budget, Dollar Peak at 114
USD/JPY reversed after Japan's finance ministry intervened; GBP collapsed on the UK mini-budget crisis; DXY hit 114 in Q4 2022 — all within months.
Read the file →2022 · Commodities · RU
January–June 2022: The Russia-Ukraine War and the Commodity Rout
Geopolitical conflict shattered commodity markets in early 2022, sending energy and grain prices into historic volatility across 42 historical replay scenarios.
Read the file →2021 · Commodities · US
Spring 2021: The Commodity Supercycle That Punished Discipline and Rewarded Conviction
When commodity prices surged in early 2021, the real test was not direction but survival through drawdowns that dwarfed the final returns.
Read the file →2021 · Commodities · CN
May–August 2021: China's Black Series Crackdown and the Great Commodity Divergence
Beijing's policy pivot crushed iron ore 31% while nat gas surged 32% — a 64-trading-day window where commodity markets bifurcated along regulatory fault lines.
Read the file →2020 · Commodities · US
2020: The Commodity Pandemic — Crash, Rebound, and the Volatility That Fooled Most
2020 commodities swung from historic crash to explosive rebound. RBOB surged 86.8%, silver +83.7% — but drawdowns of 40%+ tested survival, not just direction.
Read the file →2020 · Property · US
October 2020: US Property Boom Begins, Eleven-City Housing Replay (2020–2023)
The US housing market entered an extraordinary boom in late 2020, driven by pandemic-era demand shifts. This replay traces the 2020-10 to 2023-03 window across 11 cities.
Read the file →2020 · Property · US
February 2020–August 2022: How Record-Low Rates and Remote Work Reshaped American Housing
US urban housing surged 2020–2022, powered by pandemic-era low rates and shifting demand. 22 city-level replays capture the boom's mechanics.
Read the file →2020 · Property · US
November 2020–April 2023: The U.S. Property Boom That Defied Every Prediction
How rock-bottom interest rates ignited the most sustained U.S. residential property surge in memory—and what cities diverged when the dust settled.
Read the file →2020 · Forex · US
Summer 2020: The Dollar Retreat and 101 Currency Markets
The mid-2020 global risk-asset rebound drove dollar weakness across 101 currency pairs, with drawdowns ranging from 0.2% to 10.1%.
Read the file →2019 · Property · US
2019: The Great Property Divergence — US Boom vs. China Cooling
July 2019 began two parallel property stories: Phoenix up 55.8%, Shanghai down 48.5% max drawdown. A 30-month divergence across 14 markets.
Read the file →2019 · Commodities · US
May 2019: Gold Breaks $1300, the Precious Metals Complex Follows
Gold's $1300 breach in May 2019 triggered a sustained rally, testing trend-following discipline across the precious metals complex over 64 trading days.
Read the file →2018 · Property · US
March 2018: The Fed's Rate Hike Cycle and Global Property Markets Under Pressure
The Federal Reserve's March 2018 rate-hike launch tested US and China property markets over 30 months—some cities absorbed rising rates, others buckled.
Read the file →2017 · Property · US
2017 US-China City Property Boom: Low Volatility, High Discipline
2017–2019 US and China urban property markets delivered steady gains with compressed volatility—a training ground for disciplined decision-making under deceptive calm.
Read the file →2016 · Commodities · US
November 8, 2016: Trump's Election Unleashed Policy-Driven Volatility Across Global Commodities
Trump's November 2016 victory sent commodity markets into a policy-driven turmoil, with ferrous metals and energies especially volatile across 114 trading days through March 2017.
Read the file →2016 · Property · US
2016: How Two Property Markets Learned the Same Low-Volatility Lesson
China tier-1 and US coastal property surged into sustained low-volatility advances in 2016, proving that quiet markets and safe markets are not the same thing.
Read the file →2016 · Property · US
Summer 2016: Why Identical Macro Conditions Produced 21.4% Gains in Seattle and 9.7% Gains in New York
US city housing entered mid-2016 on a synchronized recovery—but within 30 months, Seattle had surged 21.4% while New York gained only 9.7%. Same index, divergent cities, the same post-crisis decade.
Read the file →2015 · Commodities · US
December 16, 2015: The Fed's Rate Hike and the Global Commodity Rout
When the Federal Reserve raised rates for the first time in seven years, commodity markets felt it immediately. Dollar strength became the fuse for a cross-sector crisis that hit energy hardest.
Read the file →2015 · Property · US
2015–2017: When Property Markets Climbed Without Falling
A deep dive into the 2010s property boom, tracing US and China city indices through a 30-month climb with near-zero drawdowns and the training lessons buried inside that calm.
Read the file →2015 · Property · US
Summer 2015: The Low-Volatility Bull — How Eleven US Property Markets Taught Traders to Trust the Trend
July 2015–December 2017: US residential property entered a sustained advance with minimal turbulence across eleven city indices. How did low volatility reshape decision habits?
Read the file →2014 · Forex · US
2014: The Dollar's Broad Surge and the EM Forex Reckoning
2014: Dollar's surge reshaped global currency markets. Fed-ECB divergence drove EM/G10 FX across two waves, July–Jan.
Read the file →2014 · Forex · US
June 8, 2014: The Dollar's Tentative Recovery and the FX Divide it Exposed
On June 8, 2014 the dollar surged against most currencies, revealing the chasm between managed rates and free-floating EM volatility — a 66-day window for decision training.
Read the file →2014 · Commodities · US
Mid-2014: Energy Markets Peak Near $115, Then Turn — A 64-Day Replay
Energy markets peaked near $115 in early 2014 before turning lower. A 64-trading-day replay across Brent, WTI, natural gas, and refined products reveals why process matters more than direction.
Read the file →2014 · Property · US
September 2014: The Steady Climb — US Housing Enters Its Low-Volatility Recovery Phase
In September 2014, eleven US property markets began a 30-month replay of the post-crisis rebound, delivering steady gains with drawdowns under 2%.
Read the file →2013 · Commodities · US
Late 2013 to Spring 2014: Commodity Markets at the Crossroads of Dollar Strength
USD strength reshaped commodity markets — energy and metals fell while agriculture rallied across 26 instruments over six months.
Read the file →2012 · Property · BG
October 2012: Seven National Property Markets Begin a Coordinated Ascent
Seven national property indices began climbing together in October 2012, riding low rates and policy support through a rare sustained bull phase with minimal drawdowns.
Read the file →2012 · Property · US
December 2012: The Turning Point When US Housing Found Its Footing After Crisis
US housing's post-crisis turning point: how a shattered market found its footing from late 2012. Property boom, recovery dynamics.
Read the file →2012 · Commodities · US
Summer 2012: Drought and ECB OMT — The Dual Shock That Split Commodity Markets
June 2012 drought split US commodity markets while ECB's September OMT announcement reshaped global risk sentiment, creating divergent outcomes across grains, softs, and metals.
Read the file →2012 · Stocks · US
2012 Global Equity Correction: From Summer Drawdown to Divergent Recovery
Global equities entered summer 2012 with a broad correction, then bifurcated sharply — US and Nordic markets recovered while emerging Asia and Europe diverged through year-end.
Read the file →2012 · Property · US
January 2012: U.S. Housing Emerges into Recovery — Twelve Cities, One Question
January 2012: U.S. housing exits crisis into a recovery boom, testing whether early price gains signal sustainable rebound across twelve city-level markets.
Read the file →2011 · Commodities · EU
2011 Summer: The Commodity Rout — US Downgrade, Euro Contagion, and 37 Scenarios of Market Stress
In August 2011, S&P downgraded US sovereign credit for the first time. A six-month commodity rout followed across energy, metals, and agriculture—37 decision scenarios from June to January.
Read the file →2011 · Property · US
2011 US Property: The Tentative Recovery That Rewrote City Economies
Spring 2011 — US housing emerged from its worst collapse in decades. Twelve city indices and two national benchmarks entered a fragile rebound that tested every investor's conviction.
Read the file →2010 · Commodities · US
Late 2010: The QE2 Commodity Surge — How Federal Reserve Policy Reshaped Global Markets
On October 7, 2010, US commodity markets ignited as QE2 expectations flooded markets with liquidity, sending industrial metals, energy, and agriculture into a synchronized boom across 22 markets.
Read the file →2010 · Property · US
2010: Two Property Markets, Two Diverging Fates — US Bottoming, China Overheating
US housing emerged from subprime wreckage seeking a floor while China's property boom faced its first major regulatory crackdown — a tale of two markets at opposite phases of the cycle.
Read the file →2010 · Property · US
October 2010: Divergent Recovery — US Housing Markets Navigate Fragile Post-Crisis Terrain
Sixteen city and national property markets from October 2010 reveal divergent recovery paths after the housing crash — some cities stabilizing, others still falling.
Read the file →2009 · Commodities · US
2009 Commodities: Metals Rebound from Crisis Lows
In mid-2009, copper surged 26.4% and silver 39.1% as metals recovery tested every trader's conviction and discipline across 2009.
Read the file →2009 · Forex · US
2009 Q2: Dollar Rotation and the Drawdown Gap — How a Broad EM Forex Boom Tested Process Over Prediction
April–July 2009: the dollar retreated broadly against EM currencies as risk appetite returned, but max drawdowns of 10–17% on 4–14% realized moves tested every trader's discipline.
Read the file →2009 · Stocks · US
2009: The Post-Crisis Recovery — Global Equities Rebound Through Hidden Volatility
How global equity markets climbed from the 2008 abyss in 2009 — and what the gap between headline gains and internal drawdowns revealed for traders who lived through each session.
Read the file →2009 · Property · US
2009 Property Markets: The Great Divergence After the Subprime Crash
Spring 2009 found global property markets at a crossroads—US cities still searching for a bottom after the subprime collapse, while Canada and China embarked on divergent recovery paths.
Read the file →2009 · Commodities · US
2009-11-17: Soft Commodities Diverge — A Post-Crisis Divergence Study
Six commodities, same six months: cotton +19%, sugar -36.5%, orange juice +27.2%. The divergence reveals why disciplined drawdown management matters more than directional calls.
Read the file →2009 · Commodities · US
February 2009: The Global Commodities Rebound — When Risk Assets Surged From Crisis Lows
February 2009: commodities began a broad rebound from crisis lows, with WTI crude soaring 65% and copper gaining 34% — yet the process demanded navigating 13-15% drawdowns.
Read the file →2009 · Forex · US
February–May 2009: The Global Forex Boom That Followed the Financial Crisis
Crisis aftermath turned bullish—60 forex pairs rallied as risk appetite returned amid QE1 and fiscal stimulus. A decision-training archive for traders.
Read the file →2009 · Property · BG
July 2009: Four National Property Replays and the Divergent Paths of Post-Crisis Housing Markets
Four national property replays started July 2009 — Norway gained 29.9%, Hungary 23.0%, the US 14.9%, while Bulgaria fell 10.1% by October 2016.
Read the file →2008 · Stocks · US
2008: The Global Equity Correction and Crash — How Subprime Became a Systemic Crisis
During 2008, global equities corrected then crashed as subprime contagion spread from US housing to banks, commodities, and emerging markets worldwide.
Read the file →2008 · Property · US
2008: The U.S. Housing Collapse — When the Air Came Out of the American Dream
January 2008 found U.S. housing at a precipice. What followed reshaped finance, policy, and the American economy for a generation.
Read the file →2008 · Property · US
August 2008: The U.S. Housing Crash and the Anatomy of a Contagion
The summer of 2008 marked the full eruption of the U.S. subprime crisis as property indices across American cities began a descent that would reshape financial markets globally for years to come.
Read the file →2008 · Forex · EU
Summer 2008: EUR Crosses and the Anatomy of a G10 Forex Boom
In summer 2008, EUR crosses revealed how a calm surface conceals internal turbulence. Four replays, 88 trading days of EUR/GBP alone, show the anatomy of drawdown risk.
Read the file →2008 · Property · BG
2008 Property Markets: How Identical Shocks Produced Opposite Outcomes
Six national property indices reveal how the 2008 crisis hit markets differently—China's stimulus versus Bulgaria's 35.6% loss.
Read the file →2008 · Property · CA
2008 Property Markets: Navigating Post-Crisis Recovery in Canada and the United States
July 2008 to October 2015 — CA and US residential property markets through the post-crisis recovery era, 30 monthly bars across two nations with diverging trajectories.
Read the file →2007 · Property · US
2007 October: The US Housing Crash and Global Property Crisis — Thirty Months That Rewrote Risk
Oct 2007–Mar 2010: US housing indices fell continuously; Phoenix recorded a 48.4% max drawdown, with contagion spreading to Bulgaria.
Read the file →2007 · Commodities · US
Late 2007 Commodity Supercycle: The Inflation Wave That Swept Every Market
How soft commodities, energy, grains and precious metals converged in late 2007 into a commodity inflation wave that tested every trader's risk discipline — before the 2008 crisis reshaped everything.
Read the file →2007 · Property · CA
2007 Summer: Two Housing Markets, Two Trajectories
In summer 2007, Canadian and US property markets stood at similar valuations—then diverged sharply through the crisis years. How?
Read the file →2007 · Commodities · US
July 2007: Copper's Descent and the Great Commodity Fragmentation
July 2007: copper fell 14.8% as live cattle surged 49.6% and wheat gained 51.2%, revealing commodity markets fragmenting under subprime stress.
Read the file →2007 · Forex · EU
Autumn 2007: EUR Crosses Navigate the G10 Forex Boom
A deep dive into four EUR cross-rate trajectories during the volatile autumn of 2007, when G10 forex offered sharp trends and sudden reversals.
Read the file →2007 · Forex · EU
November 2007: The Euro Cross Turbulence — When FX Noise Buried the Signal
Sixty-eight trading days across five EUR pairs reveal how end-2007 FX volatility created drawdowns far exceeding the net price changes that survived.
Read the file →2006 · Forex · CN
Mid-2006: CNY Revaluation and the G10 Forex Boom — When Direction Deceived
May–Aug 2006: CNY's gradual appreciation reshaped G10 FX flows; AUD/USD, AUD/JPY carry, and EM crosses revealed how micro-direction masked macro volatility.
Read the file →2006 · Commodities · US
October 2006: Platinum, Energy, and the Early Pulse of a Commodity Surge
In October 2006, platinum futures began a 44-session surge that opened a commodities window running through May 2007, testing traders across energy, metals, and grains.
Read the file →2006 · Property · CA
2006-07: Two Housing Markets, One Divergence
When two housing markets diverged from the same starting gate in mid-2006—one steadier, one in structural retreat through the post-crisis years.
Read the file →2006 · Property · US
February 2006: The US Housing Market Reaches Its Peak
When Phoenix and San Diego began their 33% slide in early 2006, few recognized the structural inflection that would reshape American finance for a decade.
Read the file →2006 · Forex · CN
2006 Spring: Asia Forex Volatility — G10 Crosses in the Post-Boom Window
G10 forex crosses navigated a volatile spring-summer 2006 as Asia currencies absorbed shifting capital flows and commodity cycles. Max drawdowns up to 5.9% in EM pairs.
Read the file →2006 · Property · US
October 2006: US City Housing Indices Peak — The Start of a Property Collapse That Reshaped Global Finance
In October 2006, the US 10-city composite housing index closed at 222.78. Over the next 30 months, it would fall 30.7% as the subprime crisis unfolded.
Read the file →2005 · Stocks · US
December 8, 2005: ADX Ignition and the New Narrative for Global Equities
On December 8, 2005 the Abu Dhabi Exchange index began a rally that opened a 61-scenario cluster spanning 14 countries and two years of price action.
Read the file →2005 · Commodities · US
2005–2006: The Commodity Supercycle That Stress-Tested Every Trading Discipline
Six months that restructured commodity markets: copper surged 92.5% while natural gas crashed 47.3%, revealing that the boom was never one story.
Read the file →2005 · Stocks · US
Late 2005 Global Stock Rally: Synchronized Bull Markets Across Seven Markets
In late 2005, equity markets across seven countries entered a synchronized uptrend—small-caps led while sectors rotated, testing trend-following discipline.
Read the file →2005 · Stocks · US
2005: Global Uptrend, Regional Divergence — When One Year's Markets Told Three Different Stories
2005 delivered a rare market experiment: global mid-caps climbed while China's indices crashed. Volatility extremes up to 8.4% in a single session tested every assumption about disciplined investing.
Read the file →2005 · Stocks · BE
2005 Summer: Three Equity Markets, One Shared Lesson on Riding Uptrends
Three major equity indices climbed in summer 2005, each testing traders' ability to manage pullbacks within sustained uptrends across Belgium, Israel, and the US.
Read the file →2005 · Property · US
2005 US Property: Boom, Divergence, and the Seeds of Crisis
US housing in 2005 looked buoyant, but city-level data showed cracks. This 30-month replay window captures a market at a critical turning point.
Read the file →2004 · Commodities · US
November 2004–May 2005: The Commodities Reflation Boom and Its Decision Training Legacy
Commodities across energy, agriculture, and metals diverged sharply during the 2000s reflation wave, rewarding directional conviction while punishing process discipline with drawdowns up to 28.6%.
Read the file →2004 · Commodities · CN
Summer 2004: The Commodity Supercycle's First Stress Test
Eleven commodity replays, one summer. The 2004 boom tested conviction, position sizing, and the gap between directional calls and surviving drawdowns.
Read the file →2004 · Commodities · CN
2004 Commodity Supercycle: When the Supercycle Label Masked a Grains Massacre
In 2004, commodity markets entered a boom that proved deeply uneven—agricultural commodities suffered drawdowns far exceeding their net losses, while energy and precious metals told different stories.
Read the file →2004 · Stocks · US
2004–2005: Reading the World's Markets in Parallel
A year-end 2004 pivot sent markets on sharply divergent paths—China's reform shock, Indonesia's commodity surge, and a mixed global picture that tested every trading style.
Read the file →2004 · Property · US
2004: US Housing Bubble — The Low-Volatility Illusion
17 US housing replays, 2004–2011: low-volatility boom masked fragility; subprime expansion ended in crisis.
Read the file →2003 · Commodities · US
2003–2004 US Energy Markets: Three Markets, One Seasonal-Geopolitical Signal
Heating oil, natural gas, and WTI crude oil surged from November 2003 through May 2004 as winter demand met Middle East supply fears. Natural gas led at 35%.
Read the file →2003 · Property · US
2003–2005: The Low-Volatility Paradox — How Zero Drawdowns Rewired American Housing Risk
Thirty months of unbroken US housing appreciation, with max drawdowns near zero across thirteen markets, created a risk calculus that unraveled only years later.
Read the file →2003 · Property · CA
October 2003: Five Nations, One Property Boom, Divergent Fates
A single month saw five national property indices open in unison—only to split wildly over the next 30 months. Canada surged 57.5%; the UK barely budged. The divergence began in plain sight.
Read the file →2003 · Property · US
2003: The Zero-Drawdown Housing Market and the Psychology of Stability
June 2003: the Fed had cut rates, housing was climbing, and American cities entered a 30-month run with nearly zero drawdowns. What could go wrong?
Read the file →2002 · Commodities · US
November 14, 2002: Copper Leads a Base Metals Recovery as Commodities Enter a New Cycle
Copper opened at 0.71 on November 14, 2002, kicking off a six-month metals recovery that tested every trader's discipline with drawdowns of 11–16%.
Read the file →2002 · Property · CA
2002-01: Four Property Markets, Four Risk Profiles — The BIS Boom That Wasn't One Crisis
Four national property indices embarked on divergent 2000s trajectories from January 2002, each telling a different story about returns, drawdowns, and volatility discipline.
Read the file →2002 · Stocks · US
Late 2002 – Early 2003: Defensive Rotation and the Healthcare ETF Test
Healthcare stocks faced a critical test as markets digested the dot-com wreckage. How did XLV perform as a defensive play during post-crisis recovery?
Read the file →2002 · Property · US
2002–2004: The Smooth Ascent — US Housing's Quietest Boom and Its Invisible Traps
In early 2004, the Fed began raising rates after two years of uninterrupted monthly gains across 13 US and Chinese markets — zero drawdowns masked growing vulnerabilities.
Read the file →2001 · Property · US
October 2001: The Subprime Lending Boom Begins — US Housing Enters Its Acceleration Phase
In October 2001, the US housing market entered an unprecedented acceleration phase as subprime lending reshaped property valuations across major cities, creating the foundation for the 2000s bubble.
Read the file →2000 · Property · CN
2000: Two Markets, One Policy Era — China Housing Reform and Hungary's EU Decade
China's 1998 housing reform met its first market test in 2000; Hungary's EU-bound boom was just beginning. Two indices, two risk profiles, two lessons.
Read the file →2000 · Property · NO
2000–2008: Two Property Booms, One Oil-Fueled Decade
October 2000 opened two national property indexes at 63.66 and 241.54 — their divergent volatility over seven years teaches how fuel source shapes market character.
Read the file →2000 · Stocks · US
2000–2001: BEL 20 and the Post-Dot-Com Correction — When Europe's Blue Chips Met the Tech Wreck
How Belgium's BEL 20 index — starting at 3007.82 on September 27, 2000 — absorbed the dot-com collapse's shockwave across 150 trading days, shedding 7.0% with a 19.0% maximum drawdown.
Read the file →2000 · Commodities · US
2000-11-13: Gold, Platinum and Silver at the Dot-Com Peak — Six Months That Tested Conviction
Gold, platinum and silver drifted in narrow ranges as the dot-com boom peaked in November 2000; six months of low returns and hidden volatility followed, with max drawdowns ranging from 7.3% to 13.7%.
Read the file →2000 · Commodities · US
2000: The Soft Commodity Paradox — Internet Bubble Peak, Dollar Strength, and the Hidden Risk in Quiet Markets
Six months of soft commodity futures in 2000 reveal a counterintuitive truth: the loudest macro narrative can mask the most treacherous micro environments for traders who mistake stability for safety.
Read the file →1999 · Commodities · US
1999–2000: Commodities at the Crossroads — Dollar Strength, Internet Euphoria, and Four Markets That Divided
Four commodities, one dollar, two decades. A November 1999 to May 2000 window where rice drifted up, oats flatlined, and two precious metals told wildly different stories.
Read the file →1998 · Stocks · US
1998: When Global Markets Caught Russia's Contagion
In the summer of 1998, Russia's sovereign default cascaded into a global liquidity crisis, hammering equity markets from Jakarta to Toronto and nearly toppling Long-Term Capital Management.
Read the file →1998 · Property · US
1998 Spring: US Housing's Low-Volatility Boom — Zero Drawdowns and the Complacency Trap
In spring 1998 the US property market entered a sustained ascent. Boston at 80.2, San Francisco at 77.48 — the data shows a systematic low-volatility boom that planted the seeds of its own undoing.
Read the file →1998 · Property · BG
1998: Three Markets, Three Transitions — Property Markets in China, Bulgaria, and Norway
Three nations launched parallel property experiments in 1998: China's housing commercialization, Bulgaria's post-communist stabilization, and Norway's oil-fueled ascent.
Read the file →1997 · Property · CA
1997–2004: Canada and Norway Property Booms — The Long Climb and the Decision Points It Demanded
Two national housing markets climbed steadily through the late 1990s and early 2000s, rewarding holders who resisted overtrading. Canada rose 50.1%, Norway 63.7%.
Read the file →1997 · Stocks · US
1997: MidCap Boom, Asian Contagion — Diverging Fate in One Calendar Year
US mid-caps surged 25% in calm waters while Jakarta and Seoul bled 40%. How the same year produced Bull and Crisis Replays across four markets.
Read the file →1997 · Property · US
1997-03 to 1999-08: The Quiet US Property Boom — A Thirty-Month Lesson in Complacency Risk
Ten US cities, thirty monthly bars, and nearly zero drawdown — how a steady property climb tests decision-makers who face no obvious crisis to react to.
Read the file →1996 · Property · CA
1996: The Quiet Property Boom — Five Markets, One Shared Lesson
Five national property indices rose in unison without meaningful correction, demanding a different kind of discipline from traders and investors.
Read the file →1996 · Stocks · AE
1996: Frontier Booms, Developed-Market Corrections, and the Psychology of Drawdowns
A divided 1996: UAE and Thai markets surged 39% and 78% while US small-caps corrected 2.1% with 15.6% drawdowns. What this divergence means for decision training.
Read the file →