US 20-City Composite Historical Replay: 2018-12 to 2021-05
Replay 30 monthly bars across a US 20-city composite from Dec 2018 to May 2021, spanning the early COVID era with only a 0.3% max drawdown. Step through decision points day by day, then review each call with the AI coach inside this simulated training scenario.
30 monthly bars · 6 decision points · 2018-12 to 2021-05 · Property
Key facts
Peak-to-trough drawdown of 0.3% with a 24.2% run-up.
- Max drawdown
- −0.3%
- Max run-up
- +24.2%
- Largest single-month move
- +2.3%
- 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 US 20-city composite property index spans 30 monthly bars from December 2018 to May 2021, covering both the 2010s and 2020s decades. This historical window placed decision-makers at the threshold of an unprecedented global health emergency, when shutdowns threatened to cascade through real estate markets, mortgage servicing, and consumer confidence simultaneously. The market was not merely fluctuating; it was navigating a genuine unknown with profound implications for portfolio construction and risk management.
The index closed at 263.35, translating to a total return of 23.8% from the opening level of 212.67. The maximum drawdown during this entire episode was a remarkably contained 0.3%, while the largest single-bar move reached 2.3%. Across the 30 bars, six decision points emerged, with two marked as critical inflection moments where market assumptions were being actively challenged and repositioned was most consequential.
This replay teaches that historical perspective transforms crisis from chaos into pattern. The gap between anticipated and actual outcomes — the expectation of severe downside versus the observed 0.3% drawdown — sharpens the ability to question assumptions before they calcify. For risk process, it demonstrates how diversification across geographies can mute idiosyncratic shocks. Psychologically, it reveals how media-driven narratives can distort perception of actual volatility, making emotional regulation as critical as analytical skill when the 2.3% monthly moves arrive.
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