US 10-City Composite Historical Replay: 2010-03 to 2012-08
Replay 30 monthly bars of US 10-city property from March 2010 to August 2012, when prices edged down 2.5% on a 6.8% drawdown. Walk through six decision points, two of them critical, with an AI coach reviewing each call in simulated capital.
30 monthly bars · 6 decision points · 2010-03 to 2012-08 · Property
Key facts
Peak-to-trough drawdown of 6.8% with a 4.1% run-up.
- Max drawdown
- −6.8%
- Max run-up
- +4.1%
- Largest single-month move
- +1.0%
- 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 replay places you inside the US 10‑city property index from March 2010 to August 2012, covering 30 monthly bars of a market still emerging from the housing crisis. In this low‑return, modest‑volatility environment, investors faced the challenge of allocating capital while respecting risk limits and avoiding reactive decisions. Six decision points are embedded in the data, two flagged as critical, each demanding a clear rationale for entry, exit, or holding.
During the period the index slipped from a close of 159.43 to 155.44, a net decline of -2.5%. The deepest pullback reached a max drawdown of 6.8%, while the largest single‑bar move was only 1.0%, reflecting a relatively subdued market. At each of the six moments you are asked to assess position sizing, risk exposure, and timing, with the AI coach evaluating whether your choices align with the data’s signal.
This scenario sharpens the discipline of systematic decision‑making under a small‑but‑present downside. It illustrates how a modest overall loss can still involve a 6.8% peak‑to‑trough drawdown, emphasizing the importance of drawdown awareness. The limited 1.0% monthly swing also tests patience, showing that quiet markets can erode confidence just as much as sharp moves. Practicing in simulated capital lets you experiment with risk controls and emotional management without financial consequences, turning historical data into a training ground for sound process and resilient psychology.
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