US 10-City Composite Historical Replay: 2020-02 to 2022-07
Replay the explosive U.S. 10-city property surge from 234.8 to 323.82 across 30 monthly bars shaped by a 2021-01 peak. Walk through each historic decision point in a simulated environment, then receive an AI coach review of your choices.
30 monthly bars · 6 decision points · 2020-02 to 2022-07 · Property
Key facts
Peak-to-trough drawdown of 0.6% with a 38.8% run-up.
- Max drawdown
- −0.6%
- Max run-up
- +38.8%
- Largest single-month move
- +2.1%
- 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 10-city composite property index entered February 2020 at a crossroads—a market spanning multiple metropolitan areas that had been tracking steady historical trends. Over the next 30 months, this monthly-bar replay would test every participant's conviction as the market traced an extraordinary trajectory through pandemic uncertainty, unprecedented stimulus, and shifting demand patterns. Six decision points would punctuate the journey, with two emerging as critical inflection moments where directional conviction mattered most.
The closing level ascended from 234.8 to 323.82—a total appreciation of 37.9%—across those 30 monthly bars. Yet what defined this period was not spectacular volatility but rather the compressed intensity of the move. The maximum drawdown measured merely 0.6%, while the largest single monthly advance registered at 2.1%. January 2021 became the surge peak, capturing how quickly this market could accelerate when conditions aligned. The speed and concentration of gains meant that early positioning decisions carried disproportionate weight throughout the replay.
For decision training purposes, this scenario offers a masterclass in conviction management within a low-volatility boom environment. The 0.6% maximum drawdown creates an almost deceptively smooth trajectory, yet tests whether participants can maintain appropriate risk awareness when adverse signals remain muted. The compressed nature of the January 2021 peak—where the most dramatic moves concentrated in a narrow window—teaches the critical distinction between patience and inertia. Participants must learn to distinguish between holding a well-reasoned position through noise versus persisting through structural regime changes. The largest single-bar move of 2.1% serves as a practical calibration point for the psychological buffer required to execute under pressure without flinching at normal market oscillation.