Boston Historical Replay: 2010-10 to 2013-03
Replay 30 monthly bars from October 2010 through March 2013 as a US city property market navigates a 6.3% drawdown with sharp 2.6% swings. Walk through each historical decision point, receive an AI coach review of your simulated choices, and learn how the era actually unfolded.
30 monthly bars · 6 decision points · 2010-10 to 2013-03 · Property
Key facts
Peak-to-trough drawdown of 6.3% with a 8.4% run-up.
- Max drawdown
- −6.3%
- Max run-up
- +8.4%
- Largest single-month move
- +2.6%
- 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 city property market in the early 2010s was a landscape of fragile recovery. After the seismic shock of the global financial crisis, investors faced a market still searching for stability. Between October 2010 and March 2013, this 30-month replay offers a window into how property valuations behaved during a period marked by lingering uncertainty, where the promise of recovery competed with the reality of ongoing vulnerability.
The data reveals a market that defied simple narratives. Over 30 monthly bars, the index moved from 154.34 to 155.71—a modest 0.9% net change. Yet this seemingly benign headline figure concealed substantial turbulence beneath the surface. The maximum drawdown reached 6.3%, and the largest single monthly swing hit 2.6%, creating six distinct decision points where participants had to choose between holding steady, reducing exposure, or repositioning. Two of these moments proved critical, demanding clear reasoning under pressure.
For decision training, this replay challenges the instinct to focus solely on directional calls. The real test was managing risk through volatility, maintaining discipline when drawdowns approached 6.3%, and resisting the pull of fear or complacency. Participants learn to evaluate their process—their sizing, their triggers, their emotional responses—rather than simply whether they predicted the market's flat outcome. Understanding how you behave in low-return, high-jitter environments is as vital as any macro forecast.