US 10-City Composite Historical Replay: 2012-01 to 2014-06
Replay 30 monthly bars of the U.S. 10-city composite from 2012-01 to 2014-06, a recovery boom that lifted the index 23.6% from 149.99 to 185.36. Step into six decision points, navigate volatility, and receive an AI coach review in this simulated, educational scenario.
30 monthly bars · 6 decision points · 2012-01 to 2014-06 · Property
Key facts
Peak-to-trough drawdown of 0.5% with a 24.2% run-up.
- Max drawdown
- −0.5%
- Max run-up
- +24.2%
- Largest single-month move
- +2.0%
- 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 U.S. 10-city composite property index enters 2012 in a fragile recovery phase following the housing crisis. Over the 30 monthly bars from 2012-01 to 2014-06, the market offered participants a classic boom scenario: sustaining conviction during early recovery while avoiding the psychological traps of either premature exits or reckless overextension. Six decision points awaited, with two emerging as critical inflection moments where directional conviction was tested. The central question throughout this replay is whether a participant can stay disciplined when the trend is constructive but far from obvious.
By the replay's end, the index climbed from 149.99 to 185.36, delivering a 23.6% total return. What distinguished this move was its calm execution—maximum drawdown stayed at just 0.5%, while the largest single monthly surge reached 2.0%. This was not a dramatic parabolic advance but rather a steady grind higher, which paradoxically creates its own psychological challenges: modest daily moves can erode attention just as effectively as dramatic swings. The low volatility masked the underlying complexity that six decision points, including two critical junctures, introduced.
For decision training, this replay emphasizes three enduring lessons. First, process discipline matters more than outcome prediction—following a coherent framework during a 23.6% recovery tests whether participants can execute consistently. Second, risk calibration during low-volatility booms requires vigilance; a 0.5% maximum drawdown can breed complacency about position sizing and correlation exposure. Third, the psychology of steady gains reveals how boredom and impatience undermine discipline. Navigating 2.0% monthly swings demands emotional regulation strategies distinct from crisis management. This scenario trains participants to maintain structured thinking regardless of whether volatility is muted or amplified.
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