US 10-City Composite Historical Replay: 2005-03 to 2007-08
Replay 30 months of US city property prices from March 2005 to August 2007, capped by a 6.6% drawdown. Walk through each monthly bar, face six decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2005-03 to 2007-08 · Property
Key facts
Peak-to-trough drawdown of 6.6% with a 12.7% run-up.
- Max drawdown
- −6.6%
- Max run-up
- +12.7%
- Largest single-month move
- +1.3%
- 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.
Related scenarios
- US 20-City Composite Historical Replay: 2005-03 to 2007-082005 · Lv.2
- New York Historical Replay: 2005-03 to 2007-082005 · Lv.2
- San Diego Historical Replay: 2005-03 to 2007-082005 · Lv.1
- Seattle Historical Replay: 2005-03 to 2007-082005 · Lv.3
- Boston Historical Replay: 2005-03 to 2007-082005 · Lv.1
- Minneapolis Historical Replay: 2005-03 to 2007-082005 · Lv.1
Event Replay
What happened — and what it teaches
The scenario drops participants into 30 months of US city-level property prices spanning March 2005 to August 2007. By early 2006, the subprime crisis was beginning to cast a shadow over housing markets that had run hot for years. This was a period when the 2000s real estate boom faced its first serious test, and every decision carried the weight of a market that could reverse without warning.
What unfolded was a 5.3% nominal gain from 201.28 to 211.94, but that headline number conceals a far rougher journey. The market endured a maximum drawdown of 6.6%, with the largest single monthly move reaching just 1.3%. Across six decision points—including two flagged as critical—participants had to navigate choppy conditions where the direction was anything but obvious. The period illustrates how even modest overall returns can coexist with uncomfortable intermediate losses.
For decision training, the replay underscores the importance of process over prediction. A 6.6% drawdown tests discipline: participants must resist the urge to exit at the bottom and instead stick to reasoned risk parameters. The two critical decision points serve as pressure points where emotional responses—fear of missing out or fear of loss—can derail sound judgment. Reviewing simulated choices against historical price action cultivates self-awareness about cognitive biases, making this replay a valuable exercise in risk management and psychological resilience.
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