US 20-City Composite Historical Replay: 2009-05 to 2011-10
Replay the post-crash US 20-city housing index from May 2009 to October 2011, navigating a 7.5% drawdown across 30 monthly bars. Make decisions at 6 decision points, including 2 critical ones, and receive AI coach review after each simulated move.
30 monthly bars · 6 decision points · 2009-05 to 2011-10 · Property
Key facts
Peak-to-trough drawdown of 7.5% with a 6.4% run-up.
- Max drawdown
- −7.5%
- Max run-up
- +6.4%
- Largest single-month move
- +1.7%
- 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
In May 2009, the US 20-city composite housing index entered a fragile recovery phase following the subprime crisis. Investors faced a market still absorbing the aftershocks of the worst housing crash in decades, where the path forward was far from clear. This 30-month replay spanning the late 2000s and early 2010s challenged participants to navigate a period defined by lingering uncertainty and the risk of further downside.
The index closed the period virtually flat at 139.98 to 140.05, a mere 0.1% gain that belied the underlying turbulence. During this stretch, the market experienced a maximum drawdown of 7.5%, with the largest single monthly move reaching 1.7%. Six decision points were embedded throughout, including two critical junctures where positioning choices could significantly impact outcomes. The tiny net gain across 30 monthly bars makes it clear that timing and risk management were everything.
This replay teaches that flat markets can be deceptively difficult. The 7.5% drawdown reminds participants that recovery is rarely linear, and even modest volatility erodes capital if unmanaged. The decision points train investors to act decisively at inflection moments rather than passively hoping for direction. Psychological discipline—staying objective when returns are minimal and drawdowns feel threatening—proves more valuable than any forecast. The goal is building decision-making processes that survive ambiguous environments, not predicting the next move.
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