New York Historical Replay: 2012-12 to 2015-05
Replay New York City's recovery boom from late 2012 through May 2015, a 30-month window where the city index climbed 9.4%. Step through each monthly bar, navigate six decision points, and receive an AI coach review of your simulated real-estate calls.
30 monthly bars · 6 decision points · 2012-12 to 2015-05 · Property
Key facts
Peak-to-trough drawdown of 2.0% with a 11.0% run-up.
- Max drawdown
- −2.0%
- Max run-up
- +11.0%
- 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
This scenario recreates the New York City property market during its post-financial crisis recovery phase, specifically the 30-month window from December 2012 to May 2015. After the housing crash, NYC was experiencing renewed investor confidence as employment grew and tourism returned. The city index served as a barometer for urban real estate resilience, and participants had to decide when and how to participate in the nascent recovery.
Over the 30 monthly bars, the close price advanced from 161.96 to 177.23, representing a 9.4% gain. The market exhibited remarkably low volatility with a maximum drawdown of just 2.0%, and the largest single-bar move was also 2.0%. Participants navigated six decision points, including two marked as critical, all while the market traced a gradual upward trajectory without dramatic swings.
This replay teaches patience and conviction in recovery markets. The steady upward drift with minimal setbacks tests whether traders can maintain positions through extended consolidation. Managing risk in a low-volatility environment requires discipline to avoid either complacency or excessive hedging. The psychology of sitting through small, frequent gains without chasing dramatic moves becomes the true examination. Success here depends on trusting the long-term thesis while respecting the market's measured pace.
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