US 20-City Composite Historical Replay: 2020-03 to 2022-08
Replay the U.S. 20-city property market across 30 monthly bars from 2020-03 to 2022-08, including a 40.1% close-to-close move. Step through each period, face 6 decision points with 2 critical, and receive an AI coach review—simulated capital for education only.
30 monthly bars · 6 decision points · 2020-03 to 2022-08 · Property
Key facts
Peak-to-trough drawdown of 2.4% with a 43.5% run-up.
- Max drawdown
- −2.4%
- Max run-up
- +43.5%
- Largest single-month move
- +3.1%
- 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 20-city composite property market became a defining post-pandemic investment arena from March 2020 to August 2022. This 30-month historical replay captures a period shaped by unprecedented monetary stimulus and near-zero borrowing costs that propelled metropolitan real estate across the country. Participants navigate through 6 decision points, including 2 critical junctures where strategic choices carry heightened consequence for simulated portfolio performance.
The market delivered a close-to-close appreciation of 40.1%, climbing from 222.16 to 311.2. Remarkably, the maximum drawdown remained a restrained 2.4%, indicating that even during brief pullbacks, the upward momentum proved durable. The largest single monthly candle represented a 3.1% swing, suggesting that while volatility existed, it stayed contained relative to the substantial overall gains. This combination of strong returns with limited downside creates a compelling training ground for understanding how favorable structural conditions can compress effective risk.
For decision training purposes, this scenario illuminates three essential dimensions. Process discipline matters enormously—working methodically through each monthly bar rather than chasing dramatic moves. Risk management in this environment was less about avoiding losses entirely and more about maintaining conviction through a 2.4% drawdown that tested conviction. Psychological resilience becomes most critical at the 2 critical decision points, where emotional reactions could derail sound positioning established during the trend's earlier phases. This replay teaches that structured frameworks and emotional regulation serve participants better than prediction when structural tailwinds align.