US 20-City Composite Historical Replay: 2008-01 to 2010-06
Replay the U.S. 20-City Composite from January 2008 to June 2010 as the index slides 18.1% across 30 monthly bars. Walk through every decision point day by day, then review each call with your AI coach in this simulated historical training drill.
30 monthly bars · 6 decision points · 2008-01 to 2010-06 · Property
Key facts
Peak-to-trough drawdown of 22.9% with a 6.3% run-up.
- Max drawdown
- −22.9%
- Max run-up
- +6.3%
- 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 early months of 2008 found the U.S. housing market at a critical inflection point. The 20-City Composite index, a broad measure of metropolitan home values, was entering a descent that would reshape the American economy for years to come. What had been a decade of rising valuations was reversing course, and the stakes extended far beyond property portfolios—millions of homeowners, lenders, and financial institutions faced mounting uncertainty about the true value of the nation's housing stock.
From January 2008 to June 2010, across 30 monthly bars, the index slid from 180.68 to 147.99, a decline of 18.1 percent. The journey was not smooth: maximum drawdown reached 22.9 percent, meaning portfolios holding this index at its peak faced roughly one-quarter erosion before any recovery. The largest single monthly move amounted to 2.8 percent, a modest figure by equity standards but meaningful in a market that had moved in single-digit percentages for years. Participants encountered six decision points, with two marked as critical, demanding choices about position management in an environment where the bottom remained uncertain.
This replay sharpens decision-making under structural market stress. Participants must practice sizing positions when drawdown risk is quantifiable but timing is not, and they must manage the psychological pull to act decisively in a declining market that offers no clear entry or exit signal. The lesson is not about predicting when housing recovers, but about maintaining disciplined process when the data offers only uncertainty and the cost of being wrong is measured in significant capital erosion.
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