US 10-City Composite Historical Replay: 2017-04 to 2019-09
Replay 30 monthly bars of a U.S. 10-city housing index spanning April 2017 to September 2019, with the close climbing 9.3% from 210.63 to 230.25. You walk through each historical period, tackle 6 decision points including 2 critical ones, and receive an AI coach review of every simulated choice.
30 monthly bars · 6 decision points · 2017-04 to 2019-09 · Property
Key facts
Peak-to-trough drawdown of 0.1% with a 9.3% run-up.
- Max drawdown
- −0.1%
- Max run-up
- +9.3%
- 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 U.S. 10-city composite housing index offers a window into a mature market cycle. Between April 2017 and September 2019, 30 monthly bars chart a period of sustained but measured appreciation. This was a market where gains were neither dramatic nor volatile—a 9.3% climb over nearly two and a half years tested participants' ability to stay disciplined when momentum was gradual and obvious catalysts were scarce. The decades covered include the 2010s, placing this replay squarely within a post-crisis recovery environment where optimism had to be balanced against lingering caution.
The index closed at 210.63 and finished at 230.25, delivering that 9.3% cumulative return. The journey was remarkably smooth: a maximum drawdown of just 0.1% and a largest single-bar move of only 0.7% meant there were few moments of acute stress. Six decision points were embedded in this path, with 2 critical junctures that required participants to commit to positions or adjust strategies. The low volatility that characterized this period paradoxically created its own challenge—staying engaged and process-driven when the market offered little urgency.
For decision training, this replay emphasizes patience and process over reaction. The near-flat drawdown landscape rewards those who resist the temptation to overtrade in quiet markets. Risk management in this context means not mistaking calm for complacency; the absence of dramatic moves does not eliminate the need for disciplined position sizing and clear exit criteria. Psychologically, participants must confront boredom and the bias toward action, learning that sitting tight through gradual appreciation can be as valid as any active intervention. The two critical decision points become crucibles for testing whether one's framework holds when the stakes are subtle rather than spectacular.