US 20-City Composite Historical Replay: 2005-03 to 2007-08
Replay 30 monthly bars of U.S. 20-city housing data from 2005-03 to 2007-08, with a 4.4% peak drawdown revealing early cracks in the boom. Walk through six decision points, face two critical ones, and receive an AI coach review on your simulated choices.
30 monthly bars · 6 decision points · 2005-03 to 2007-08 · Property
Key facts
Peak-to-trough drawdown of 4.4% with a 13.9% run-up.
- Max drawdown
- −4.4%
- Max run-up
- +13.9%
- Largest single-month move
- +1.6%
- 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 drops participants into one of the most scrutinized periods in modern real estate history: U.S. 20-city composite housing data spanning from March 2005 to August 2007. Thirty monthly bars capture the market at the tail end of an extraordinary boom, when the first whispers of subprime stress were beginning to circulate. Players must navigate this environment knowing that beneath the surface strength, structural vulnerabilities were beginning to emerge.
What unfolded across those thirty months was a study in resilience masking fragility. The index rose from 181.3 to 197.37, delivering an 8.9% gain over the period. Yet this seemingly steady appreciation concealed a maximum drawdown of 4.4% and occasional single-bar moves of 1.6% that tested the composure of any position holder. The margin between apparent stability and meaningful correction was remarkably thin.
The six decision points, including two critical junctures, make this scenario a powerful exercise in risk management. Participants learn that riding a long-term trend requires constant recalibration of position size and emotional guardrails. The scenario teaches that distinguishing between noise and meaningful signal is perhaps the most valuable skill a market participant can develop, and that even modest drawdowns demand honest reassessment of thesis and risk tolerance.
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