US 20-City Composite Historical Replay: 2003-06 to 2005-11
Replay the U.S. 20-city housing index from June 2003 to November 2005 across 30 monthly bars and a 42.1% climb. Walk through each historical bar, face 6 decision points including 2 critical ones, and receive an AI coach review after every simulated move.
30 monthly bars · 6 decision points · 2003-06 to 2005-11 · Property
Key facts
- Max run-up
- +42.1%
- 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
In the summer of 2003, the U.S. housing market stood at a pivotal crossroads. The Federal Reserve had cut interest rates to historic lows, and subprime lending products were beginning to proliferate across the financial landscape. This replay scenario immerses you in the S&P/Case-Shiller 20-City Composite Home Price Index from June 2003 through November 2005, covering 30 monthly bars across the early years of what would become one of the most dramatic bubbles in modern financial history. Your task is to navigate this market through six decision points, two of which are marked as critical junctures where directional conviction truly matters.
The numbers tell a striking story of sustained momentum. The index climbed from 141.39 to 200.97, delivering a 42.1% return over just 30 months. Perhaps most remarkably, the maximum drawdown across this entire period was 0.0%, meaning prices never closed below any previous monthly close during the run. The largest single monthly move was a modest 2.0%, suggesting that gains accumulated through steady, grinding appreciation rather than explosive spikes. This was a market that rewarded patience and allowed participants to make multiple deliberate choices as conditions evolved month by month.
For decision trainers, this scenario offers a clean laboratory for examining how to act during a powerful trend. The absence of significant pullbacks tests your willingness to hold positions when the market offers no obvious exit points. The 2.0% monthly volatility invites reflection on sizing and expectation management. And the compressed timeline—where a 42.1% gain emerged from many small, steady advances—challenges you to resist the psychological pull of either premature profit-taking or excessive leverage. History would later show how this era ended, but the decisions made here in real time were anything but obvious.
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