US 10-City Composite Historical Replay: 2020-10 to 2023-03
Replay 30 monthly bars of US 10-city property from October 2020 to March 2023, a 26.7% climb capped by sharp volatility. Walk each decision point day-by-step, face two critical junctures, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2020-10 to 2023-03 · Property
Key facts
Peak-to-trough drawdown of 3.4% with a 30.6% run-up.
- Max drawdown
- −3.4%
- Max run-up
- +30.6%
- 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.
Related scenarios
- US 10-City Composite Historical Replay: 2020-11 to 2023-042020 · Lv.3
- US 20-City Composite Historical Replay: 2020-11 to 2023-042020 · Lv.3
- Atlanta Historical Replay: 2020-11 to 2023-042020 · Lv.3
- New York Historical Replay: 2020-11 to 2023-042020 · Lv.3
- San Francisco Historical Replay: 2020-11 to 2023-042020 · Lv.4
- Minneapolis Historical Replay: 2020-11 to 2023-042020 · Lv.3
Event Replay
What happened — and what it teaches
The US 10-city composite property market entered October 2020 at a pivotal moment. Over the next 30 monthly bars spanning through March 2023, participants faced a classic boom environment where the stakes were high and timing critical. Six decision points were embedded within this historical replay, including two that would prove structurally decisive for portfolio outcomes.
The market ultimately delivered a 26.7% gain, with prices climbing from 249.47 to 316.15. Yet the trajectory was far from smooth—the largest single monthly move reached 2.1%, while peak-to-trough drawdown hit 3.4%. These relatively contained but persistent fluctuations tested discipline at every turn.
This replay sharpens several essential skills. First, process matters more than prediction: navigating six moments of choice demanded consistent criteria rather than reactive guesswork. Second, risk management means accepting that even a 26.7% advance can include unsettling pullbacks; a 3.4% maximum drawdown seems modest, yet behavioral pressure to exit intensifies during each dip. Third, psychology becomes the ultimate edge when volatility is present. The two critical decision points reveal how conviction and flexibility must coexist. A 2.1% single-bar move can signal momentum or noise—and distinguishing between them separates disciplined participants from those chasing momentum. This historical period reminds us that boom conditions reward preparation, not reaction.
Featured in the archive