US 10-City Composite Historical Replay: 2017-03 to 2019-08
Replay 30 monthly bars from 2017-03 to 2019-08 as U.S. city property climbed just 9.2%, with a tiny 0.1% drawdown and 0.7% biggest single-bar move. You will work through 6 decision points, including 2 critical ones, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2017-03 to 2019-08 · Property
Key facts
Peak-to-trough drawdown of 0.1% with a 9.2% run-up.
- Max drawdown
- −0.1%
- Max run-up
- +9.2%
- 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.
Related scenarios
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- Boston Historical Replay: 2017-04 to 2019-092017 · Lv.2
- Minneapolis Historical Replay: 2017-04 to 2019-092017 · Lv.2
- San Diego Historical Replay: 2017-04 to 2019-092017 · Lv.2
- San Francisco Historical Replay: 2017-04 to 2019-092017 · Lv.2
Event Replay
What happened — and what it teaches
This replay immerses you in the U.S. city property market from March 2017 through August 2019, a thirty-month stretch of the 2010s when urban real estate attracted steady capital flows. The scenario asks how you would navigate a market that defied the dramatic swings commonly associated with property investment. Six decision points are embedded throughout, with two marked as critical junctures where your choices carry heightened consequence.
Against expectations of volatility, the market delivered remarkable steadiness. Prices advanced from 210.16 to 229.53, a gain of 9.2% across thirty monthly bars. The maximum drawdown held to just 0.1%, and the largest single-bar move reached only 0.7%. The market rewarded patience and punished impulsive repositioning, as the narrow trading range offered few entry or exit advantages.
The primary lesson centers on discipline in low-volatility environments. When price action is subdued and drawdowns negligible, the psychological challenge shifts from survival to stagnation management. Participants must resist the urge to manufacture action and instead evaluate whether their positioning aligns with longer-term objectives. This scenario trains the habit of maintaining strategic clarity when external stimuli are absent, building the mental resilience required to execute a well-reasoned plan through periods of apparent quiet.
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