US 10-City Composite Historical Replay: 1994-04 to 1996-09
Replay 30 monthly bars of U.S. city property from 1994-04 to 1996-09, capturing a quiet boom with only 0.8% max drawdown. Move through six decision points, tackle two critical calls, and receive an AI coach review, all simulated capital and purely educational.
30 monthly bars · 6 decision points · 1994-04 to 1996-09 · Property
Key facts
Peak-to-trough drawdown of 0.8% with a 1.5% run-up.
- Max drawdown
- −0.8%
- 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 immerses you in U.S. city property markets across a 30-month stretch from April 1994 to September 1996. This was a transitional era for commercial real estate in America—recovery from the early 1990s downturn was underway, but the rebound lacked the dramatic price surges that often dominate market lore. What was at stake: recognizing opportunity in a market that rewards patience over spectacle, and understanding how institutional investors repositioned portfolios during a period of measured recovery.
The numbers define the challenge. The market closed at 76.58 and eked out a 1.5% gain to finish at 77.75—a return that would disappoint day traders but represented genuine progress in a post-recession landscape. The maximum drawdown of just 0.8% meant there was virtually no cliff to fall off, while the largest single monthly move of 0.3% shows how rarely the market surprised anyone. This was a quiet boom: steady, undramatic, and demanding a completely different skill set than volatile markets.
For decision training, this scenario is invaluable precisely because it refuses to test your adrenaline. Navigating six decision points, including two critical calls, requires you to act on subtle signals without the benefit of dramatic price swings to validate your thinking. The lesson cuts to process over prediction: in low-volatility uptrends, position sizing and conviction matter more than timing. The psychology of patience—staying engaged when nothing dramatic happens—may be the hardest skill this replay develops.
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