US 10-City Composite Historical Replay: 1993-03 to 1995-08
Replay a 30-month stretch of the U.S. 10-city property composite from March 1993, with prices drifting just 0.2% and a 1.0% drawdown. Walk through six decision points bar by bar, submit your simulated calls, and receive an AI coach review of your reasoning.
30 monthly bars · 6 decision points · 1993-03 to 1995-08 · Property
Key facts
Peak-to-trough drawdown of 1.0% with a 1.9% run-up.
- Max drawdown
- −1.0%
- Max run-up
- +1.9%
- 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 US 10-city property composite entered March 1993 as the American real estate market emerged from the early 1990s recession. Over 30 monthly bars extending to August 1995, this composite would trace a recovery period that was officially tagged as a boom event. The central question for participants was whether to position aggressively for renewed growth or proceed cautiously in a post-recession environment still finding its footing. Six decision points, including two flagged as critical, would punctuate this historical stretch.
What unfolded was remarkably subdued. The index closed at 76.75, advancing a mere 0.2% from its opening level of 76.6. The maximum drawdown measured 1.0%, while the largest single monthly candle represented just 0.3% of price movement. These statistics paint a picture of a market in hibernation rather than breakout, drifting with minimal conviction in either direction throughout the 1990s recovery era.
The scenario offers a compelling laboratory for decision training. Six decision points demanded engagement despite sparse price action, testing whether participants could resist the urge to overtrade in a sideways environment. The 1.0% drawdown proved sufficient to challenge risk discipline while remaining far too shallow to punish patience. This historical episode demonstrates that consolidation periods, even when tagged boom, require their own strategic playbook: focus on process fidelity, manage psychological fatigue, and recognize that low volatility itself becomes a signal worth respecting in the decision-making framework.
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