New York Historical Replay: 2004-12 to 2007-05
Replay 30 monthly bars from the 2004-12 to 2007-05 US property cycle, watching close climb from 185.16 to 210.51. Make decisions at six points including two critical junctures and receive an AI coach review on each, all with simulated capital for training.
30 monthly bars · 6 decision points · 2004-12 to 2007-05 · Property
Key facts
Peak-to-trough drawdown of 2.5% with a 16.6% run-up.
- Max drawdown
- −2.5%
- Max run-up
- +16.6%
- Largest single-month move
- +1.5%
- 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 property market entered a critical phase as the 2000s housing boom approached its apex. This replay spans 2004-12 to 2007-05, covering 30 monthly bars that captured the final chapter of an extraordinary bull run. Participants entered a market where sustained appreciation had become the norm, yet the foundations of that growth were beginning to show fractures.
The price action tells a story of steady appreciation punctuated by volatility. Close climbed from 185.16 to 210.51, representing a 13.7% gain over the period. Yet the journey was not monotonic: the maximum drawdown reached 2.5% and the largest single-bar move measured 1.5%, revealing pockets of turbulence within the broader advance. These metrics matter because they show that even in favorable trends, uncertainty lurks beneath the surface.
Decision training in this environment demands rigorous process discipline. Six decision points were embedded in the scenario, two designated as critical junctures where positioning choices carried heightened consequence. Participants received AI coach reviews after each decision, confronting the challenge of acting decisively under uncertainty while managing downside exposure. This exercise crystallizes how disciplined frameworks help navigate markets where price movements are modest yet carry meaningful training value about psychological resilience and risk management.