US 20-City Composite Historical Replay: 2010-03 to 2012-08
Replay 30 monthly bars of the US 20-city index from March 2010 to August 2012, a post-crisis stretch with a 9.9% drawdown and six decision points. You step through each bar, make calls at two critical junctures, and receive an AI coach review of your reasoning using simulated capital only.
30 monthly bars · 6 decision points · 2010-03 to 2012-08 · Property
Key facts
Peak-to-trough drawdown of 9.9% with a 8.8% run-up.
- Max drawdown
- −9.9%
- Max run-up
- +8.8%
- Largest single-month move
- +2.4%
- 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 entered March 2010 in the aftermath of the subprime mortgage crisis. Housing markets had cratered, foreclosures dominated headlines, and investors faced a fundamental question: had prices found a bottom, or was there further to fall? This 30-bar monthly replay spanning through August 2012 captures a crucial period—the first tentative steps of recovery amid persistent uncertainty, high unemployment, and lingering fears of a double-dip recession.
The data reveals a market searching for direction. From a closing level of 143.34 in March 2010, the index closed August 2012 at 145.82, representing a modest 1.7% gain over the full period. Yet this headline number masks considerable turbulence: the maximum drawdown reached 9.9%, and individual monthly bars saw moves as large as 2.4%. Six decision points were embedded throughout, with two marked as critical junctures where directional calls carried heightened consequence.
This replay sharpens several core competencies: calibrating risk tolerance against ambiguous environments, distinguishing between short-term price noise and genuine trend shifts, and recognizing that "flat" periods can be the most psychologically taxing. The 9.9% drawdown serves as a pressure test for position sizing, while the 2.4% single-bar volatility demands disciplined exits and entry discipline. Success hinges not on predicting exact bottoms, but on maintaining sound process when conviction is tested by market silence.
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