US 20-City Composite Historical Replay: 2017-03 to 2019-08
Replay 30 monthly bars of the US 20-City Composite from March 2017 to August 2019, tracking an 11.6% climb that included a 1.0% single-bar surge. You relive the era day by day, tackle six decision points against simulated capital, and receive an AI coach review for educational training.
30 monthly bars · 6 decision points · 2017-03 to 2019-08 · Property
Key facts
Peak-to-trough drawdown of 0.8% with a 11.6% run-up.
- Max drawdown
- −0.8%
- Max run-up
- +11.6%
- 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
This scenario replays the US 20-City Composite home price index from March 2017 to August 2019. The market was in an established uptrend during the 2010s, and this 30-month window captures a specific acceleration phase. The 20-city composite represented a critical segment of the broader housing market, and participants needed to understand its momentum characteristics and risk dynamics during this period.
Over 30 monthly bars, the index climbed from 195.38 to 218.05, delivering an 11.6% total return. The journey was characterized by exceptional stability—the maximum drawdown was merely 0.8%, and the largest single monthly surge reached 1.0%. This low-volatility environment presented unique challenges for decision-makers accustomed to more dramatic swings.
The replay offers valuable lessons in managing positions during stable trending markets. Participants confronted six decision points, including two critical junctures that tested their ability to interpret subtle signals. The tight 0.8% drawdown underscores how even modest fluctuations can trigger emotional responses that undermine discipline. Process over outcome becomes the governing principle—sticking to a rational framework matters more than the magnitude of returns when volatility is subdued.
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