US 20-City Composite Historical Replay: 2002-04 to 2004-09
Replay the US 20-city housing market from April 2002 to September 2004 across 30 monthly bars, watching prices climb 38.0% from 123.92 to 170.96. You navigate six decision points—two of them critical—and receive an AI coach review after each replay, all with simulated capital for educational training.
30 monthly bars · 6 decision points · 2002-04 to 2004-09 · Property
Key facts
- Max run-up
- +38.0%
- Largest single-month move
- +2.0%
- 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 20-city composite housing index enters April 2002 at the tail end of a prolonged downturn, with the market poised for recovery. Over the next 30 monthly bars through September 2004, this period captures a critical inflection point in residential real estate—when loose monetary policy, growing investor optimism, and limited supply began converging to fuel a sustained ascent. Six decision points punctuate this replay, two of them critical moments demanding sharp judgment under uncertainty. Participants must navigate the tension between early-entry conviction and the discipline to hold through inevitable short-term fluctuations.
What unfolded was a remarkably consistent climb: prices rose from 123.92 to 170.96, delivering a 38.0% total return with no meaningful pullback—maximum drawdown registered a flat 0.0%. The largest single monthly advance measured just 2.0%, reflecting measured, sustainable growth rather than speculative excess. This was not a dramatic surge but a grinding, steady advance that rewarded patience and punished reactive selling.
This replay teaches that even a straightforward trending market demands rigorous process. The absence of a drawdown and the modest monthly volatility tests whether trainees can distinguish quiet markets from irrelevant ones. With two critical decision points embedded in the sequence, participants must practice calibrating conviction versus caution—when to lean into momentum and when to preserve capital against hidden risks that data alone cannot reveal. The psychology of holding through uneventful periods—resisting the urge to act simply for the sake of action—proves as vital as the dramatic decisions.
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