US 20-City Composite Historical Replay: 2017-04 to 2019-09
Replay 30 monthly bars of the U.S. 20-city composite from April 2017 to September 2019, when the index climbed 10.6%. Walk each historical day, navigate 6 decision points including 2 critical ones, and receive an AI coach review.
30 monthly bars · 6 decision points · 2017-04 to 2019-09 · Property
Key facts
Peak-to-trough drawdown of 0.8% with a 10.6% run-up.
- Max drawdown
- −0.8%
- Max run-up
- +10.6%
- 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 replay immerses you in the U.S. 20-city composite home price index during the spring of 2017 through late summer 2019, a period when the housing market had firmly entered a sustained recovery phase after the financial crisis. What was at stake: navigating a market that had already climbed substantially but still offered measured upside, demanding careful judgment about when to hold, adjust, or stand aside.
Over these 30 monthly bars the index advanced from 197.29 to 218.2, delivering a 10.6% return. The journey was remarkably tranquil: maximum drawdown measured just 0.8% and the largest single-month move never exceeded 1.0%. Six decision points punctuated the replay, with two marked as critical, testing your ability to act decisively even when volatility remained subdued.
This scenario sharpens the ability to maintain discipline in a grinding bull market where temptation to overtrade meets the reality of thin margins. The 0.8% drawdown ceiling underscores the importance of position sizing and stop discipline even in benign conditions, while the 1.0% monthly ceiling teaches patience when price action lacks urgency. The two critical nodes demand clarity of process: in low-volatility environments the difference between a skilled and reckless decision is magnified precisely because the market offers fewer natural resets. Psychology becomes the edge: resisting complacency during calm periods prepares you for when conditions inevitably shift.