US 20-City Composite Historical Replay: 2014-09 to 2017-02
Replay 30 monthly bars of the U.S. 20-city index from 2014-09 to 2017-02, watching prices climb 11.6% with a tiny 0.5% drawdown. Walk through each authentic decision point, then receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2014-09 to 2017-02 · Property
Key facts
Peak-to-trough drawdown of 0.5% with a 12.1% run-up.
- Max drawdown
- −0.5%
- Max run-up
- +12.1%
- Largest single-month move
- +1.1%
- 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 immerses you in the U.S. 20-city composite property index across 30 monthly bars from 2014-09 to 2017-02, a period that epitomized the steady recovery characterizing the 2010s housing rebound. After the turbulence of the previous decade, this stretch represented a test of discipline: prices climbing steadily without dramatic interruption, rewarding patience while punishing impulse. Six decision points were embedded in the data, two of them critical inflection moments where positioning would meaningfully influence outcomes.
What unfolded was a textbook low-volatility advance. The index rose from 173.44 to 193.52, delivering an 11.6% return over the 30-month span. The journey was remarkably smooth, with a maximum drawdown of just 0.5% and the largest single-bar move measuring only 1.1%. Such subdued fluctuation presented its own paradox: in the absence of dramatic price action, the temptation to overtrade or second-guess the quiet momentum could prove more damaging than the market itself.
This scenario sharpens three essential skills. First, process over prediction: in a market that simply climbs, following a disciplined framework matters more than forecasting each move. Second, risk calibration: a 0.5% drawdown tolerance demands different position sizing than a volatile correction, yet the same rigor applies. Third, psychology under tranquility: low volatility tests whether traders can resist the urge to manufacture action in a market that rewards stillness.
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