US 10-City Composite Historical Replay: 2000-11 to 2003-04
Replay 30 months of the US 10-City Index climbing 30.8% from 112.5 to 147.14 as a bubble-era training ground. Step through each monthly bar, navigate 6 decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2000-11 to 2003-04 · Property
Key facts
- Max run-up
- +30.8%
- 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
The US 10-City Composite Index enters the frame at the close of 2000, a market still absorbing the aftermath of the technology crash while a quieter transformation gathered momentum in residential real estate. For thirty months spanning November 2000 through April 2003, this index served as the pulse of an emerging bubble era, where housing began its sustained ascent into the cultural and financial foreground. Participants stepping into this replay confront a market without dramatic crisis yet, where steady gains test conviction and patience rather than crisis management.
What unfolded across those thirty monthly bars was a patient advance of 30.8 percent, taking the index from 112.5 to 147.14. The ride proved remarkably smooth: the maximum drawdown registered at zero, meaning no monthly close ever retreated below a prior entry point. The largest single monthly move measured just 1.4 percent, a whisper compared to equity volatility. Six decision points punctuated the journey, with two flagged as critical nodes where directional conviction mattered most. The absence of meaningful pullback created an environment where holding felt rewarded and caution seemed overpriced.
This replay teaches the psychology of tranquil markets. Low volatility environments breed confidence that can outpace fundamentals, and zero drawdown stretches can convince participants that risk has been eliminated rather than merely dormant. The largest 1.4 percent monthly candle becomes a reminder that moves which seem pedestrian in isolation compound into 30 percent moves over two and a half years. Decision training here centers on maintaining process discipline when the market offers no urgency, and resisting the gradual uptick in position sizing that smooth returns unconsciously encourage. Bubble-era navigation demands awareness that serenity often precedes the storm.