US 10-City Composite Historical Replay: 1991-03 to 1993-08
Replay 30 monthly bars of US 10-city property history spanning 1991-03 to 1993-08, a quiet stretch that drifted only -2.3%. Work through six decision points, including two critical ones, and receive an AI coach review of each simulated call.
30 monthly bars · 6 decision points · 1991-03 to 1993-08 · Property
Key facts
Peak-to-trough drawdown of 3.0% with a 1.1% run-up.
- Max drawdown
- −3.0%
- Max run-up
- +1.1%
- Largest single-month move
- +0.4%
- 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.
Event Replay
What happened — and what it teaches
The replay immerses you in US 10-city composite property data from 1991-03 to 1993-08, a 30-month stretch capturing the tentative recovery following the early 1990s recession. Six decision points are embedded across this period, two marked as critical, testing your ability to navigate an uncertain rebound without clear directional momentum. What was at stake was not dramatic windfalls but the subtler skill of preserving capital while waiting for a trend to establish itself.
The market drifted modestly lower over the full span, closing at 75.9 from an opening of 77.71 for a net loss of -2.3%. The worst drawdown reached 3.0% while the largest single monthly move registered just 0.4%, underscoring a low-volatility environment where sharp reactions were rare and patience was rewarded over aggression. The compression of daily moves into such a narrow band made momentum-based strategies particularly challenging.
This scenario hones decision-making under ambiguity. The tight 0.4% monthly swings and shallow 3.0% drawdown illustrate how uneventful periods demand disciplined position sizing and emotional steadiness—temptation to overtrade fades when volatility is subdued. The two critical junctures test whether you can distinguish signal from noise and avoid reactive moves in a market that offers few obvious entry or exit cues. Learning to sit tight when the tape is quiet is as vital as responding to volatility events.