New York Historical Replay: 2010-10 to 2013-03
Replay 30 monthly bars from October 2010 to March 2013 as a US city housing market slides 6.6% to a close of 160.25. You walk through each decision point, including two critical ones, and receive an AI coach review after the simulated session.
30 monthly bars · 6 decision points · 2010-10 to 2013-03 · Property
Key facts
Peak-to-trough drawdown of 8.2% with a 5.7% run-up.
- Max drawdown
- −8.2%
- Max run-up
- +5.7%
- Largest single-month move
- +1.9%
- 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 drops you into a US city housing market navigating the treacherous aftermath of the financial crisis. Thirty monthly bars stretch from October 2010 to March 2013, a period when property values remained under severe pressure despite intermittent rallies. Six decision points punctuate this extended decline, two of them critical junctures where positioning would determine whether participants could preserve capital or would be caught in the sustained downturn. The market was testing whether the worst had passed or whether deeper losses lay ahead.
Over the full replay window, prices retreated 6.6% from 171.5 to close at 160.25, masking a more volatile internal journey. The maximum drawdown of 8.2% reveals that declines were steeper than the net result suggests, while the largest single monthly move of 1.9% demonstrates that sharp reversals occurred within the broader decline. Participants who focused only on the net percentage change would miss the texture of the actual trading environment—the way gains and losses alternated, creating multiple inflection points where sound decision-making mattered.
This replay teaches the discipline of maintaining perspective during extended negative trends. The modest net loss combined with meaningful underlying volatility tests whether participants can avoid overreacting to temporary strength or abandoning positions prematurely during weakness. The two critical decision points become focal moments where risk management and conviction are truly evaluated, revealing whether traders can distinguish between noise and signal in a declining market.