US 10-City Composite Historical Replay: 1989-03 to 1991-08
Replay 30 monthly bars of the U.S. 10-city property index from 1989-03 to 1991-08, a period marked by a 6.4% drawdown. You step through each historical day, face six decision points, and receive an AI coach review of your choices in a simulated, educational environment.
30 monthly bars · 6 decision points · 1989-03 to 1991-08 · Property
Key facts
Peak-to-trough drawdown of 6.4% with a 3.7% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +3.7%
- Largest single-month move
- −0.8%
- Bars
- 30 Monthly bars
- Decision points
- 6
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.
Related scenarios
- San Diego Historical Replay: 1989-03 to 1991-081989 · Lv.2
- San Francisco Historical Replay: 1989-03 to 1991-081989 · Lv.2
- New York Historical Replay: 1989-03 to 1991-081989 · Lv.2
- Boston Historical Replay: 1989-03 to 1991-081989 · Lv.2
- Minneapolis Historical Replay: 1989-01 to 1991-061989 · Lv.1
- Phoenix Historical Replay: 1989-01 to 1991-061989 · Lv.1
Event Replay
What happened — and what it teaches
In early 1989, the U.S. 10-city composite property index entered a period of profound uncertainty. The savings and loan crisis was unwinding, regional real estate markets were under severe strain, and the index that had once traded at much higher levels now faced a landscape defined by collapsing values and tightening credit. Participants in this replay step into that environment, tasked with navigating 30 monthly bars from March 1989 through August 1991, a span that straddles two decades and six distinct decision points where conviction would be tested.
The headline outcome is a net decline of -2.0%, with the index closing at 78.25 versus an opening of 79.82. Yet that modest headline figure conceals the true nature of the journey: a maximum drawdown of 6.4% tested portfolios along the way, while the largest single monthly bar move of just 0.8% suggests the stress came not from sudden crashes but from grinding, persistent pressure. Two of the six decision points are flagged as critical, moments when the trajectory could have turned markedly different depending on the choices made.
For decision training, this scenario excels at teaching patience and process discipline. The modest overall decline paired with meaningful interim drawdown teaches that headline returns rarely tell the full story. Participants must practice distinguishing between signal and noise across monthly bars, managing risk during periods of sustained pressure without abandoning sound methodology. The psychological dimension is equally important: navigating a losing environment without letting fear or frustration drive poor decisions is perhaps the most enduring lesson this slice of property market history offers.
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