US 10-City Composite Historical Replay: 2003-04 to 2005-09
Replay the 2003-04 to 2005-09 US 10-city housing boom as 30 monthly bars, where prices climbed 46.1% with zero drawdown. You make decisions at six key checkpoints, including two critical ones, then receive an AI coach review of your reasoning — simulated capital only.
30 monthly bars · 6 decision points · 2003-04 to 2005-09 · Property
Key facts
- Max run-up
- +46.1%
- 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
Between 2003 and 2005, the US housing market entered an extraordinary acceleration phase that reshaped household wealth, credit markets, and regulatory debates across the country. The 2003-04 to 2005-09 replay window captures thirty monthly bars of the ten-city composite index during a period when mortgage rates remained favorable and speculative participation was expanding. Participants in this replay face six decision checkpoints—two designated as critical moments—where they must assess momentum, valuation signals, and risk exposure without the benefit of hindsight.
Over those thirty months, the composite index rose from 147.14 to 214.97, translating into a cumulative gain of 46.1%. The trajectory was notably smooth: the maximum drawdown recorded was 0.0%, meaning the index never closed below a prior trough during the entire window. The largest single monthly candle measured just 1.9%, underscoring a market that rewarded patience and trend-following rather than short-term timing. No bar offered a compelling intrabar re-entry opportunity that would have tested disciplined stop-management.
The lasting lesson of this replay is behavioral rather than technical. A 46.1% gain with zero drawdown presents a seductive narrative of effortless exposure, yet it also removes the pressure that typically forces traders to confront loss aversion and recency bias. Decision training in this environment must deliberately introduce friction: participants should ask not only whether they would hold, but whether they would establish or increase exposure at each of the six checkpoints, and how they would define exit criteria in a market that provides no visible stress. The absence of volatility is itself a psychological trap, training habits that may fail when conditions inevitably shift.
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