US 10-City Composite Historical Replay: 1999-03 to 2001-08
Replay thirty monthly bars of the US 10-city composite from March 1999 to August 2001, tracking a 31.3% climb as the subprime boom ignites. Step through each period, tackle six decision points, and receive an AI coach review, all in simulated capital.
30 monthly bars · 6 decision points · 1999-03 to 2001-08 · Property
Key facts
- Max run-up
- +31.3%
- 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 1999, the US 10-city composite property market entered a period of quiet transformation. Over the next 30 monthly bars, through August 2001, the market was being reshaped by the earliest stirrings of the subprime lending boom. Six decision points—two flagged as critical—would test how traders navigate an emerging bubble before it becomes visible to everyone. The scenario spans the transition from the 1990s into the 2000s, placing participants inside a market at the moment conventional lending standards began to loosen.
What unfolded was a steady, uninterrupted climb. The index rose from 92.13 to 120.95, delivering a cumulative gain of 31.3%. Remarkably, the maximum drawdown registered 0.0%, and the largest single monthly move measured just 1.4%. In other words, no meaningful pullback ever materialized, and volatility was remarkably subdued. The subprime boom was indeed igniting, but the early stages looked calm on the surface.
For decision training, this replay exposes a subtle trap: a smooth uptrend with zero drawdowns can breed complacency. Participants must practice sizing positions correctly when the market rewards patience, avoid the psychological drift toward overconfidence, and sharpen the discipline to reassess assumptions even when nothing appears to go wrong. The two critical decision points are designed to force reflection precisely when the environment feels safest.
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