US 10-City Composite Historical Replay: 2001-10 to 2004-03
Replay 30 monthly bars of US 10-city property history from October 2001 through March 2004 as housing accelerated 38.0%. Step into six decision points, make calls at each bar, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2001-10 to 2004-03 · Property
Key facts
- Max run-up
- +38.0%
- Largest single-month move
- +1.8%
- 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 setting is US 10-city composite housing data across 30 monthly bars from October 2001 through March 2004, a period embedded in the 2000s bubble era. Participants enter a market that had begun its acceleration phase, with six decision points built into the timeline to test judgment calls at key moments. The challenge is to navigate an unfamiliar asset class where price discovery differs fundamentally from equities.
What unfolded was a steady climb: the index rose from 122.81 to 169.48, representing a 38.0% gain over the 30-month window. Notably, the maximum drawdown registered at 0.0%, and the largest single-bar move measured just 1.8%, suggesting a remarkably smooth trajectory without sharp reversals. This low-volatility ascent presents a deceptive training ground where the absence of obvious danger signals tests whether participants can maintain disciplined process rather than simply reacting to noise.
The scenario teaches that low volatility environments demand as much rigor as turbulent ones. With no significant drawdown to force course corrections and modest daily moves that invite complacency, participants must consciously apply forward-looking risk assessment. Six decision points scattered across the period serve as checkpoints for examining position sizing, conviction levels, and the temptation to overweight recent momentum. The absence of pain can be its own psychological trap, making this replay valuable for training decision-makers to stick to process when the market offers no urgency to do so.