US 20-City Composite Historical Replay: 2015-11 to 2018-04
Replay the U.S. 20-City Composite across 30 monthly bars from 2015-11 to 2018-04, a 15.2% climb capped by a tiny 0.1% drawdown. Step through policy-driven decision points and let the AI coach review your simulated choices.
30 monthly bars · 6 decision points · 2015-11 to 2018-04 · Property
Key facts
Peak-to-trough drawdown of 0.1% with a 15.3% run-up.
- Max drawdown
- −0.1%
- Max run-up
- +15.3%
- 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 centers on the U.S. 20-City Composite, a broad measure of metropolitan housing values, across 30 monthly observations from November 2015 through April 2018. This period placed participants squarely within the post-crisis recovery phase of the 2010s, when the Federal Reserve began normalizing monetary policy after years of emergency lows. The December 2015 rate hike loomed as the defining policy inflection, challenging investors to navigate early tightening signals in an environment of still-elevated asset valuations.
The index advanced from 182.51 to 210.33, capturing a 15.2% cumulative return with remarkably contained downside risk—a maximum drawdown of just 0.1%. The largest single monthly move reached only 1.1%, reflecting a market that moved gradually rather than in dramatic swings. This quiet appreciation tested participants' ability to act decisively at 6 designated decision points, with 2 deemed critical to the replay's educational arc.
For decision training, this replay illustrates how calm markets can mask the most consequential policy pivots. Participants learn to calibrate position sizing when volatility is subdued, recognizing that the absence of dramatic moves does not eliminate the need for disciplined process. The low drawdown environment teaches patience and conviction, while the critical decision nodes force students to act on incomplete information—a skill set essential for navigating real-world uncertainty.
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