US 20-City Composite Historical Replay: 2006-02 to 2008-07
Replay 30 monthly bars from 2006-02 to 2008-07 as US 20-city home prices fell 18.1% peak-to-trough. Make decisions at six checkpoints, then receive an AI coach review of your simulated capital choices.
30 monthly bars · 6 decision points · 2006-02 to 2008-07 · Property
Key facts
Peak-to-trough drawdown of 19.4% with a 1.6% run-up.
- Max drawdown
- −19.4%
- Max run-up
- +1.6%
- Largest single-month move
- −2.6%
- 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
In early 2006, the US 20-city composite home price index stood at a crossroads that few anticipated would become one of the most disruptive financial events of the 2000s. The replay from February 2006 to July 2008 captures the moment when the housing boom began its structural unwinding, driven by mounting subprime mortgage defaults and tightening credit conditions. For participants entering this scenario, the challenge was to recognize early warning signals while resisting the narrative of a perpetually rising market—a cognitive trap that ensnared many real-world investors at the time.
The index retreated from 203.19 to 166.36 over 30 monthly bars, delivering a peak-to-trough decline of 18.1%. The maximum drawdown reached 19.4%, while the largest single monthly move hit 2.6%. Six decision checkpoints, two deemed critical, forced learners to act at inflection points where the slope of decline steepened or showed fleeting stabilization. Each bar compounded the psychological pressure of watching a once-stable asset class erode month after month.
This scenario trains participants to manage exposure when fundamentals deteriorate gradually rather than collapse in a single event. The teaching points center on disciplined risk sizing, emotional regulation during extended drawdowns, and the humility to update assumptions when trend-following indicators confirm a regime change. For decision-training purposes, the core lesson is simple but difficult: staying rational when the market’s direction is unambiguous but its bottom remains unknown.
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