US 10-City Composite Historical Replay: 2006-02 to 2008-07
Step into a 30-month US 10-city property replay showing a -21.7% decline from 225.64 to 176.76. You replay each historical month, face six decision points, and receive an AI coach review in a fully simulated, educational setting.
30 monthly bars · 6 decision points · 2006-02 to 2008-07 · Property
Key facts
Peak-to-trough drawdown of 22.1% with a 0.6% run-up.
- Max drawdown
- −22.1%
- Max run-up
- +0.6%
- Largest single-month move
- −2.2%
- 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 housing market entered a critical inflection point in early 2006. This 30-month replay of the 10-city composite index immerses you in one of the most consequential market dislocations in modern financial history, spanning from 2006-02 to 2008-07. At stake was the fate of an asset class that had powered household wealth for years, and the replay captures the moment when that era began to unravel.
The index declined from 225.64 to 176.76, a loss of 21.7% over 30 monthly bars. The maximum drawdown reached 22.1%, with the largest single-month move of just 2.2%—a reminder that catastrophic outcomes can emerge from seemingly modest declines. Six decision points punctuate this period, two of them critical, forcing participants to navigate uncertainty with incomplete information.
This replay teaches that process matters more than outcome in volatile markets. Confronting six decision points, participants must practice disciplined risk management and emotional control rather than reacting to headlines. The modest single-bar moves underscore how compounding losses can catch overconfident participants off guard, while the two critical junctures test whether learners can maintain analytical rigor under mounting pressure. Success here is not about predicting the bottom but about developing the judgment to act or hold when outcomes remain genuinely uncertain.
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