US 20-City Composite Historical Replay: 2007-10 to 2010-03
Replay the US 20-City Composite from October 2007 to March 2010, a 25.7% decline captured across 30 monthly bars. Step through each historical day, face 6 decision points including 2 critical ones, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2007-10 to 2010-03 · Property
Key facts
Peak-to-trough drawdown of 27.8% with a 5.3% run-up.
- Max drawdown
- −27.8%
- Max run-up
- +5.3%
- 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 index replay takes us to the heart of the subprime mortgage crisis, a period that reshaped global finance. From October 2007 to March 2010, this 30-month journey captures a once-in-a-generation collapse in American housing markets. Participants face the challenge of navigating an index that fell 25.7% from 192.98 to 143.34, with the stakes being not just capital preservation but understanding how systemic risk builds silently before erupting.
The data reveals a sustained decline with a maximum drawdown of 27.8%, meaning any portfolio fully invested in this index at the start would have experienced losses nearly three times the largest single monthly move of 2.8%. This discrepancy between the largest bar and total drawdown illustrates the power of compounding losses over time. The market did not collapse in one dramatic moment but unfolded across six decision points, including two critical junctures where the trajectory could have shifted dramatically for those positioned accordingly.
For decision training, this replay teaches that volatility measures alone can underestimate tail risk. The relatively modest largest monthly drop creates false comfort while the cumulative damage tells a different story. Participants learn that process discipline, position sizing, and emotional control matter more than prediction. This historical period is a masterclass in the psychology of declining markets, where the slow grind erodes confidence and tests conviction. Understanding this era sharpens judgment for all future market environments where consensus optimism meets unexpected reality.