US 20-City Composite Historical Replay: 2015-04 to 2017-09
Replay 30 monthly bars of the US 20-City Composite from April 2015 to September 2017, when the index climbed 14.9% on surprisingly low volatility. You step through each decision point, face two critical choices, and receive an AI coach review, all on simulated capital.
30 monthly bars · 6 decision points · 2015-04 to 2017-09 · Property
Key facts
Peak-to-trough drawdown of 0.1% with a 14.9% run-up.
- Max drawdown
- −0.1%
- Max run-up
- +14.9%
- 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 US 20-City Composite Index serves as a broad gauge of residential real estate health across twenty major American metropolitan areas. In this replay, you step into the period from April 2015 through September 2017, navigating 30 monthly bars that represent a sustained upswing in the 2010s housing market. Six decision points await, including two critical junctures where your choices could meaningfully alter the trajectory of your simulated portfolio. The scenario frames this as a boom environment, inviting participants to experience how momentum plays out when conditions remain favorable for an extended stretch.
Over those thirty months, the index advanced from 176.99 to 203.32, delivering a cumulative return of 14.9%. What makes this period remarkable is not the magnitude of gains but their consistency: the maximum drawdown measured a mere 0.1%, and the largest single monthly move never exceeded 1.1%. Such subdued volatility is uncommon during sustained advances, creating a trading environment where prices climbed steadily without the sharp pullbacks that typically punctuate longer rallies.
This replay excels as a decision-training exercise precisely because the market offered few dramatic inflection points to force urgent responses. Participants must practice sizing positions appropriately when momentum feels endless, resisting the psychological drift toward complacency that accompanies low-volatility profits. The two critical decision points test whether you maintain process discipline when price action provides no obvious urgency. Completing the scenario with an AI coach review reinforces how steady gains demand as much respect for risk management as dramatic reversals do.
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