US 10-City Composite Historical Replay: 2006-03 to 2008-08
Replay 30 monthly bars from March 2006 to August 2008 as the US 10-City index falls 23.2 percent. Walk through six decision points day by day, with two flagged as critical, and receive an AI coach review of every choice you make, all simulated for education.
30 monthly bars · 6 decision points · 2006-03 to 2008-08 · Property
Key facts
Peak-to-trough drawdown of 23.3% with a 0.2% run-up.
- Max drawdown
- −23.3%
- Max run-up
- +0.2%
- 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 10-City Composite Index replay spans March 2006 to August 2008, covering 30 monthly bars during the early years of the global financial crisis. This was a period when the American housing bubble was beginning its painful deflation, catching many investors and financial institutions off guard. The scenario captures a pivotal moment in economic history when the foundations of the US property market were visibly cracking.
Over the course of the replay, the index declined from 226.47 to 174.01, representing a total loss of 23.2 percent. The maximum drawdown reached 23.3 percent, and the largest single monthly move was only 2.2 percent. Participants encounter six decision points across the simulation, with two flagged as critical moments that could significantly alter the outcome. The relatively modest monthly volatility masks the relentless nature of the decline.
This replay teaches the dangers of prolonged bear markets where small, consistent losses compound into substantial damage. The low single-bar volatility desensitizes traders to the cumulative threat, making it harder to recognize when to protect capital. Facing six decision points, two of them critical, learners must practice disciplined position sizing, emotional control under extended drawdowns, and the humility to adapt when the market regime has clearly shifted.
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