US 10-City Composite Historical Replay: 2007-10 to 2010-03
Step into a 30-month U.S. city property replay where the index fell 23.2% from 207.66 to 159.43. Make month-by-month decisions across 6 historical decision points, then review each move with the AI coach in this simulated training environment.
30 monthly bars · 6 decision points · 2007-10 to 2010-03 · Property
Key facts
Peak-to-trough drawdown of 26.8% with a 5.0% run-up.
- Max drawdown
- −26.8%
- Max run-up
- +5.0%
- 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
Step into the U.S. 10-city composite property replay covering October 2007 to March 2010—a 30-month window that captures the peak, collapse, and early recovery of the global financial crisis. This scenario puts you in the position of an investor or analyst watching housing values tumble across major American metros. The stakes were profound: portfolios tied to these markets faced historic destruction of wealth, and every monthly decision carried the weight of potential further losses or premature exits.
The index opened at 207.66 and closed at 159.43, delivering a total decline of 23.2% over the period. The journey was harsher than the final number suggests, with a maximum drawdown of 26.8% testing the resolve of anyone holding positions. The largest single monthly move was only 2.2%—the danger lay in the relentless grinding downward trend that characterized most of these 30 bars. Six decision points were embedded throughout, with two marked as critical junctures where the path forward was particularly uncertain.
This replay teaches the psychological toll of prolonged declines. The sustained nature of the downturn—rather than dramatic single-day crashes—demands patience and clear risk management protocols. Decision-makers who panic at the 26.8% trough miss recovery opportunities, while those who dismiss deteriorating fundamentals entirely accumulate mounting losses. The two critical decision points train you to distinguish between temporary market noise and genuine structural shifts, building the discipline needed to navigate volatility without emotional interference.