US 20-City Composite Historical Replay: 2016-06 to 2018-11
Replay the U.S. 20-city property index from June 2016 to November 2018, when it climbed 12.3% to a close of 213.23 across 30 monthly bars. Step through each authentic trading day, tackle six decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2016-06 to 2018-11 · Property
Key facts
Peak-to-trough drawdown of 0.2% with a 12.6% run-up.
- Max drawdown
- −0.2%
- Max run-up
- +12.6%
- Largest single-month move
- +1.0%
- 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
The US 20-city composite property index presented traders with a two-and-a-half-year historical replay window from June 2016 to November 2018. This period unfolded within the broader 2010s recovery, capturing a phase when residential real estate across major American metros had begun to stabilize after the subprime crisis. Six decision points were embedded in the simulation, including two marked as critical, testing participants' ability to read momentum shifts in a market that had already rebounded substantially from its trough.
During the 30 monthly bars of this replay, the index climbed from 189.81 to 213.23, delivering a total return of 12.3%. The journey was remarkably smooth—the maximum drawdown recorded was just 0.2%, and the largest single monthly move reached only 1.0%. These statistics paint a picture of steady, low-volatility appreciation rather than dramatic swings, making the environment deceptively challenging for those expecting clearer inflection points.
For decision training, this scenario strips away the noise of volatile markets and forces focus on process discipline. The negligible 0.2% drawdown reminds participants that even gentle corrections carry psychological weight when expectations are set higher. The compressed 1.0% largest bar move underscores how easy it is to overtrade when price action feels anticlimactic. The two critical decision points reward those who maintain conviction through extended consolidation phases, while the six total decision points test whether participants can distinguish meaningful signals from benign drift. Success here comes not from brilliant calls but from respecting the trend while managing risk quietly.