US 10-City Composite Historical Replay: 1997-03 to 1999-08
Replay a steady US 10-city property run from 1997-03 to 1999-08, where prices climbed 22.0% across 30 monthly bars. Walk each month, hit 6 decision points, and receive an AI coach review in a fully simulated, educational environment.
30 monthly bars · 6 decision points · 1997-03 to 1999-08 · Property
Key facts
- Max run-up
- +22.0%
- Largest single-month move
- +1.0%
- 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
Between March 1997 and August 1999, the US 10-city composite property index drifted through a long, almost sleepy stretch of history. Inflation had cooled, mortgage rates sat in comfortable territory, and a broad belief that real estate could only climb higher was quietly hardening into convention. Anyone weighing a property decision in those months was not really weighing whether to participate, but how much confidence to load into a market that felt almost obligation-proof. That is the backdrop the replay opens with: a steady ascent already in motion, the kind of era where complacency does most of the damage long before any headline does.
Over the next 30 monthly bars, the index walked from 78.99 to 96.38, a measured 22.0% cumulative gain. There was no max drawdown, and the largest single-bar move was just 1.0%, which means the chart rewarded patience more than reflexes. Six decision points punctuate that climb, two of them flagged as critical, asking the trainee to choose when to lean in, when to wait, and when to question a trend that feels too comfortable. The numbers quietly teach that easy-looking paths are still paths, and that the absence of a drawdown does not mean the absence of consequence.
For decision training, the value here is psychological rather than dramatic. A 1.0% monthly ceiling looks harmless, yet compounding such calm for 30 bars is exactly how late-cycle conviction is built. The exercise invites you to feel the pull of momentum, to notice when excitement is doing the work that analysis should be doing, and to rehearse holding, trimming, or pausing at six discrete moments instead of one panicked one. Done well, the replay leaves you with a calmer eye for slow burns, and a sharper instinct for the decisions that hide inside quiet charts.