US 10-City Composite Historical Replay: 1995-03 to 1997-08
Replay thirty months of U.S. city property data from March 1995 to August 1997, a period when prices climbed just 4.6% across thirty monthly bars. Step through each historic day, face six decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 1995-03 to 1997-08 · Property
Key facts
Peak-to-trough drawdown of 0.5% with a 5.2% run-up.
- Max drawdown
- −0.5%
- Max run-up
- +5.2%
- Largest single-month move
- +0.5%
- 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 US city property market in the early-to-mid 1990s, a period often remembered for gradual economic stabilization after the early decade slowdown. You are handed the task of navigating thirty monthly bars across ten metropolitan areas, from March 1995 through August 1997, while six decision points—two flagged as critical—demand your attention. The central challenge: finding conviction in a market that offers few obvious signals and rewards patience over aggression.
The data tells a story of quiet persistence rather than dramatic reversal. The index crept from 77.06 to 80.61, a modest 4.6% gain spread across thirty monthly observations. Maximum drawdown never exceeded 0.5%, and the largest single-bar move matched that floor at 0.5%. The market delivered almost no volatility to exploit, yet it still presented participants with six moments demanding a directional stance. The gap between a 4.6% total return and the psychological pressure of six live decisions reveals why thin markets test discipline as harshly as turbulent ones.
For decision training, this scenario excels at exposing the cost of overtrading in calm conditions. When drawdown remains tiny and single-bar moves are negligible, the temptation to manufacture action can erase what little return the market offers. The critical decision points—where the replay flags heightened stakes—teach you to distinguish signal from noise. The real lesson is process: defining entry and exit criteria before the replay begins, sticking to them regardless of the tranquil backdrop, and accepting that a 4.6% outcome can represent success when risk is properly contained.