US 10-City Composite Historical Replay: 2002-04 to 2004-09
Replay the U.S. 10-city property boom from April 2002 to September 2004, watching the index climb 44.3% across 30 monthly bars. Step through each decision point day-by-day, test your choices, and receive an AI coach review in this simulated training environment.
30 monthly bars · 6 decision points · 2002-04 to 2004-09 · Property
Key facts
- Max run-up
- +44.3%
- Largest single-month move
- +1.9%
- 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 scenario drops you into the U.S. 10-city composite property market during the early 2000s housing boom, spanning April 2002 to September 2004 across 30 monthly bars. This was a period when residential property values were accelerating across major American metropolitan areas, drawing attention from both individual investors and institutional capital. You must navigate the market through 6 decision points, with 2 marked as critical, testing your ability to read momentum and manage exposure in an overheating sector.
The index climbed from 128.54 to 185.52, delivering a 44.3% return over the 30-month window. Remarkably, the maximum drawdown measured 0.0%, meaning no meaningful pullback occurred to test conviction along the way. The largest single-bar move was just 1.9%, indicating a remarkably smooth upward trajectory without sharp monthly reversals. The market offered participants an uninterrupted climb with little volatility to complicate timing decisions.
This replay challenges you to stay disciplined when the market offers no visible stress signals. A 0.0% drawdown environment can breed complacency, encouraging oversized positions that become dangerous when conditions eventually shift. The two critical decision points test whether you can distinguish momentum from fundamental value and whether you have pre-defined exit criteria protecting against sudden reversals that historical data does not preview. Training here means building habits of systematic risk assessment even when the chart looks effortless.
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