US 20-City Composite Historical Replay: 2011-03 to 2013-08
Replay 30 monthly bars from March 2011 to August 2013 as the US 20-city index climbed 19.5% from 137.64 to 164.49. Work through six decision points, including two critical ones, and receive an AI coach review in a simulated, educational setting.
30 monthly bars · 6 decision points · 2011-03 to 2013-08 · Property
Key facts
Peak-to-trough drawdown of 6.2% with a 22.7% run-up.
- Max drawdown
- −6.2%
- Max run-up
- +22.7%
- 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 20-city composite home price index entered 2011 in the tentative early stages of recovery after the housing collapse. By March of that year, the market had stabilized enough to begin testing whether the rebound had real foundations or was merely a technical bounce. Investors and analysts were carefully watching for signs of sustainable recovery in a market that had devastated retirement accounts and left millions of homeowners underwater. The question was whether this nascent recovery would prove durable or collapse under the weight of lingering foreclosure inventories and uncertain employment.
From that March 2011 baseline, the index climbed steadily over 30 monthly bars to reach 164.49 by August 2013, representing a cumulative advance of 19.5%. The journey was not linear; a maximum drawdown of 6.2% tested conviction along the way, while the largest single monthly surge of 2.6% occasionally punctuated the trajectory. Six decision points peppered this period, with two rising to critical importance where portfolio positioning and risk tolerance faced their sternest evaluations. The relatively modest peak-to-trough decline and limited monthly volatility suggested a market finding its footing gradually rather than surging dramatically.
This replay offers a masterclass in navigating nascent recoveries. The 6.2% drawdown reminds participants that even in advancing markets, temporary reversals demand disciplined risk management. The presence of two critical decision points teaches that conviction must be paired with flexibility—sticking rigidly to an early position without adapting to intermediate signals often proves costly. Perhaps most valuably, the scenario underscores that sustainable market recovery rarely follows a straight line, rewarding patience and systematic process over reactive impulse. Participants learn to distinguish between noise and meaningful shifts in trend, a distinction that separates enduring success from fortunate timing.
Featured in the archive