US 10-City Composite Historical Replay: 2015-11 to 2018-04
Replay 30 monthly bars of US 10-city housing data from November 2015 through April 2018, a period when prices climbed 13.2% with minimal drawdowns. Walk through each decision point as a policy-sensitive property cycle unfolds, then review your calls with the AI coach.
30 monthly bars · 6 decision points · 2015-11 to 2018-04 · Property
Key facts
- Max run-up
- +13.2%
- Largest single-month move
- +0.7%
- 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 places you inside US 10-city residential property prices from November 2015 through April 2018, spanning 30 monthly bars. This era marked the Federal Reserve's first post-crisis tightening cycle, a period where monetary policy signals rippled directly into housing affordability calculations. With six decision points—two flagged as critical—participants enter an environment where every policy disclosure could shift the cost of capital and reshape buyer demand. The stakes center on reading policy inflection while staying grounded in actual price behavior.
The data shows a steady climb from 197.56 to 223.56, translating to a total return of 13.2% over the full span. Remarkably, the maximum drawdown held at 0.0% and the largest single monthly move reached only 0.7%, reflecting a market that absorbed policy signals with unusual composure. No single bar disrupted the trajectory meaningfully; the advance unfolded gradually across the 2010s decade.
This scenario trains participants to maintain discipline when volatility stays muted and corrections never materialize. With 0.0% drawdown, the psychological temptation to ignore risk management fades—but so does the feedback needed to stress-test decisions. The six decision points force repeated evaluation under conditions where easy answers do not exist. Learning centers on trusting process over prediction, understanding that policy-driven markets reward patience and clear-eyed reassessment rather than reactive adjustments.
Featured in the archive