US 10-City Composite Historical Replay: 1992-03 to 1994-08
Replay 30 months of the U.S. 10-city property index from March 1992 through August 1994, where the close drifted from 78.01 to 76.94. Step through each month, tackle six decision points including two critical ones, and receive an AI coach review of every call you made in this simulated educational replay.
30 monthly bars · 6 decision points · 1992-03 to 1994-08 · Property
Key facts
Peak-to-trough drawdown of 2.8% with a 1.5% run-up.
- Max drawdown
- −2.8%
- Max run-up
- +1.5%
- Largest single-month move
- −0.3%
- 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 transports you to the early 1990s, placing you at the helm of portfolio decisions tied to the U.S. 10-city composite property index. Over the 30-month window from March 1992 through August 1994, you navigate a market in a delicate phase—caught between recession aftermath and the uncertain foundations of recovery. Six decision points will test your judgment, with two marked as critical junctures where directional conviction mattered most.
The index drifted from 78.01 to 76.94, a modest -1.4% decline over the full span. The maximum drawdown of 2.8% and the largest single-bar move of just 0.3% tell a story of a market going sideways with remarkably subdued volatility. This was not a dramatic environment—neither collapse nor boom—but one that rewarded disciplined process over reactive intervention.
The educational value lies precisely in the subtlety of the challenge. When markets grind without clear trends, the temptation to overtrade or second-guess small positions grows. This replay trains participants to calibrate risk appropriately in low-volatility periods, maintain emotional equilibrium when gains are scarce, and recognize that not every decision point demands aggressive action. The 1990s recovery taught that patience and process discipline often matter more than bold forecasts.
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