US 20-City Composite Historical Replay: 2006-12 to 2009-05
Replay thirty monthly bars of the 2006-12 to 2009-05 US 20-city housing index, a 31.5% drawdown that rewrote property history. Step through each authentic market day, face six decision points, and receive an AI coach review of your choices in this simulated training exercise.
30 monthly bars · 6 decision points · 2006-12 to 2009-05 · Property
Key facts
Peak-to-trough drawdown of 31.5% with a 0.5% run-up.
- Max drawdown
- −31.5%
- Max run-up
- +0.5%
- Largest single-month move
- −2.8%
- 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 20-city composite housing index entered December 2006 at a crossroads. Years of easy credit and rising property values had masked growing vulnerabilities in the mortgage market. As the subprime crisis began to unfold, millions of homeowners and investors faced mounting uncertainty about the true value of residential real estate. This replay challenges participants to navigate one of the most significant property market collapses in modern history.
From December 2006 to May 2009, the index plummeted from 203.33 to 139.98, representing a 31.2% decline over thirty monthly bars. The maximum drawdown reached 31.5%, with the largest single monthly move hitting just 2.8% — a slow, grinding descent rather than a sudden crash. Six decision points were embedded throughout, including two critical junctures where positioning would define outcomes. Volatility was constant, but the daily moves remained deceptively modest.
For decision training, this scenario teaches the dangers of relying on stable historical patterns when structural shifts occur. The index did not collapse in a single dramatic moment; it eroded steadily, testing the resolve of anyone who believed property was a safe, appreciating asset. Participants must practice separating signal from noise, managing position sizing under prolonged drawdown, and resisting the psychological temptation to average down into a falling market. The two critical decision points reveal how timing and conviction separate disciplined traders from those caught in consensus thinking.