US 10-City Composite Historical Replay: 2008-01 to 2010-06
Watch a U.S. 10-city property index plunge 18.9% from January 2008 to June 2010 in this historical replay. You step through 30 monthly bars, face 6 decision points including 2 critical ones, and receive an AI coach review of every simulated choice.
30 monthly bars · 6 decision points · 2008-01 to 2010-06 · Property
Key facts
Peak-to-trough drawdown of 23.0% with a 5.4% run-up.
- Max drawdown
- −23.0%
- Max run-up
- +5.4%
- 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 property index represents one of the broadest snapshots of national housing health. January 2008 finds the market perched at a precarious moment—years of loose credit and climbing prices had inflated a bubble, and early cracks were beginning to show. This replay drops participants into the opening chapter of what would become the worst housing collapse since the Great Depression, forcing decisions as systemic risk ripples outward across the financial landscape.
From a starting close of 197.47 in January 2008, the index tumbled to 160.16 by June 2010, surrendering 18.9% of its value across 30 monthly bars. The maximum drawdown hit 23.0%, while the largest single monthly decline measured just 2.2%—a deceptively modest figure that masked a grinding, relentless erosion of capital. Six decision points punctuated the replay, with two marked as critical junctures where positioning carried amplified consequences for portfolio outcomes.
This scenario sharpens skills that matter most in volatile markets. The 23.0% peak-to-trough decline underscores why position sizing and drawdown management become existential questions when bubbles unwind. Process discipline matters more than perfect timing—predicting the precise bottom is impossible, making disciplined risk controls the only reliable hedge. Psychologically, the steady drip of losses rather than dramatic single-day crashes simulates the exhaustion of prolonged bear markets, teaching participants to recognize how sustained pressure erodes discipline and to build coping mechanisms before conviction wavers.
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