US 10-City Composite Historical Replay: 1998-03 to 2000-08
Replay the U.S. 10-city property boom across 30 monthly bars from 1998-03 to 2000-08, climbing 28.9% with no drawdown. Step through each authentic day, tackle 6 decision points (2 critical), and receive AI coach review in a simulated, educational setting.
30 monthly bars · 6 decision points · 1998-03 to 2000-08 · Property
Key facts
- Max run-up
- +28.9%
- Largest single-month move
- +1.4%
- 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
In the spring of 1998, the U.S. ten-city composite property index entered a sustained ascent that would run through the summer of 2000. Over 30 monthly bars spanning the late 1990s into the early 2000s, this broad residential benchmark tracked a national market accelerating into what historians would later label a pre-millennium boom. For participants navigating this replay, the central question was how to position within a market offering substantial upside while maintaining the discipline required for sustained exposure.
The numbers tell a story of steady appreciation without the dramatic pullbacks that typically test a trader's resolve. The index climbed from 84.62 to 109.07, delivering a 28.9% return across the full period, with a maximum drawdown of exactly 0.0%. The largest single monthly move never exceeded 1.4%, making this a gradual grind rather than a explosive surge. This was not a market that rewarded rash bets but rather one that punished those who overtraded or abandoned positions prematurely.
The scenario presents six decision points across this 30-bar journey, with two marked as critical junctures where conviction and timing mattered most. The absence of drawdown removes a common stress trigger, yet the persistent low-volatility climb creates its own psychological challenge: maintaining discipline when momentum feels inevitable and volatility appears dormant. The real teaching here lies in recognizing that steady appreciation can be as demanding as volatile markets, and that the absence of obvious risk does not eliminate the need for sound process. Participants must confront the quiet test of staying the course when gains arrive quietly rather than dramatically.
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