US 20-City Composite Historical Replay: 2003-07 to 2005-12
Replay the US 20-City Composite from July 2003 through December 2005 across 30 monthly bars, watching prices climb 41.2%. Step into six decision points, two flagged critical, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2003-07 to 2005-12 · Property
Key facts
- Max run-up
- +41.2%
- 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 replay transports you to the US 20-City Composite index at a pivotal juncture: a 30-month window from July 2003 through December 2005, spanning 30 monthly bars. The Federal Reserve was about to embark on a rate-hiking cycle beginning in June 2004, and housing prices were in the late stages of a multi-year acceleration. At stake was whether a participant could recognize the dynamics of a maturing bull market under tightening monetary conditions and make calibrated decisions rather than reflexive ones.
Across those 30 bars, the index climbed from 142.99 to 201.97, delivering a total return of 41.2% with a max drawdown of exactly 0.0%. The largest single monthly advance measured 2.0%. Six decision points were embedded in the replay, two of which were flagged as critical — moments when the macro backdrop was shifting and positioning choices carried amplified consequence.
The core training value lies in confronting false confidence that zero drawdown can foster. A rising market rewards participation, yet the real skill is recognizing when an environment is becoming fragile under the surface of steady returns. Participants must practice calibrating conviction against policy headwinds, testing whether they overextend in benign conditions or freeze when rates begin to rise. The psychological dimension is equally sharp: watching an index climb steadily while knowing that monetary conditions are tightening demands the discipline to act on process rather than momentum alone.
Featured in the archive