US 20-City Composite Historical Replay: 2012-01 to 2014-06
Replay 30 monthly bars of US city property data from January 2012 to June 2014, capturing a 27.4% climb with only a 0.8% drawdown. Walk through every decision point, face 2 critical junctures, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2012-01 to 2014-06 · Property
Key facts
Peak-to-trough drawdown of 0.8% with a 28.5% run-up.
- Max drawdown
- −0.8%
- Max run-up
- +28.5%
- 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
In early 2012 the US housing market was climbing out of its deepest trough in decades. The 20-city composite index, sitting at 135.21, represented neighborhoods that had spent years absorbing distressed sales, foreclosures and tightening credit. Investors replaying this period had to decide whether the early price uptick was a sustainable recovery or a dead-cat bounce in a market still haunted by excess inventory. The stakes were high: misjudging the timing meant either missing a historic rebound or buying into a fragile bounce.
What unfolded over the next 30 months was a steady ascent to 172.3, a gain of 27.4%. Remarkably, the entire advance carried a maximum drawdown of just 0.8%, meaning the strategy faced almost no meaningful pullback to test conviction. The largest single monthly move was only 2.6%, suggesting this was a disciplined, grinding recovery rather than a speculative frenzy. Across the replay participants encountered 6 decision points, of which 2 were critical junctures where the right call separated strong performance from mediocrity.
The episode teaches three enduring lessons. First, in early-cycle recoveries patience outperforms urgency; the low volatility (0.8% max drawdown) rewarded those who held through noise. Second, critical junctures in replay training are not about predicting the future but about stress-testing conviction under uncertainty. Third, even a powerful multiyear trend compresses most of its learning into a handful of moments—understanding those 2 critical nodes matters far more than reading every monthly bar.
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