US 20-City Composite Historical Replay: 2018-03 to 2020-08
Replay 30 monthly bars from March 2018 to August 2020 as U.S. city property markets navigated a tightening cycle and emerging volatility. You step through each historical bar, face six decision points, and receive an AI coach review after each choice in this simulated training scenario.
30 monthly bars · 6 decision points · 2018-03 to 2020-08 · Property
Key facts
Peak-to-trough drawdown of 0.8% with a 10.2% run-up.
- Max drawdown
- −0.8%
- Max run-up
- +10.2%
- Largest single-month move
- +1.2%
- 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
- US 10-City Composite Historical Replay: 2018-03 to 2020-082018 · Lv.2
- Phoenix Historical Replay: 2018-03 to 2020-082018 · Lv.3
- New York Historical Replay: 2018-03 to 2020-082018 · Lv.2
- Boston Historical Replay: 2018-03 to 2020-082018 · Lv.2
- Seattle Historical Replay: 2018-03 to 2020-082018 · Lv.2
- San Francisco Historical Replay: 2018-03 to 2020-082018 · Lv.2
Event Replay
What happened — and what it teaches
This replay captures 30 monthly bars spanning March 2018 to August 2020, a period when U.S. city property markets confronted a Federal Reserve tightening cycle and emerging policy-driven volatility. The scenario covers the tail end of the 2010s expansion and the opening chapter of the 2020s pandemic era, placing participants in an environment where gradual growth clashed with intermittent policy uncertainty. The stakes center on maintaining conviction and discipline when macro signals send mixed messages about direction.
The index advanced from 208.52 to 229.82, delivering a 10.2% total return across the full data span. Notably, the journey was subdued in terms of turbulence: maximum drawdown reached only 0.8%, and the largest single monthly move registered just 1.2%. Six decision points punctuate the replay, with two flagged as critical junctures where directional bets carried heightened consequence. These sparse but meaningful inflection moments define the replay's rhythm.
The scenario tests decision-making under a deceptively calm surface, where disciplined process matters more than dramatic reactions. Participants must practice patience during extended grinding moves while sharpening conviction at the two critical nodes where commitment is rewarded. The psychology lesson is clear: low volatility does not equal low stakes, and overconfidence in stability can breed blind spots when policy pivots eventually arrive.
Featured in the archive