US 20-City Composite Historical Replay: 2020-10 to 2023-03
Replay the U.S. 20-city composite from October 2020 to March 2023 across 30 monthly bars, watching the index climb 28.3% from 236.09 to 302.95. Step through each decision point, respond to scenarios, and receive an AI coach review of your simulated property-market calls.
30 monthly bars · 6 decision points · 2020-10 to 2023-03 · Property
Key facts
Peak-to-trough drawdown of 6.7% with a 35.0% run-up.
- Max drawdown
- −6.7%
- Max run-up
- +35.0%
- 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
This replay immerses you in the U.S. 20-city composite property market, tracing its trajectory from October 2020 through March 2023 across 30 monthly bars. As the decade opened, this broad composite—spanning diverse metropolitan markets—represented one of the most watched gauges of American residential real estate, with implications for investors, builders, and policymakers alike. Six decision points punctuate the timeline, two of them flagged as critical junctures where directional conviction would be tested.
The index climbed from 236.09 to 302.95, delivering a total return of 28.3% over the period. Yet the journey was far from a straight line: the maximum drawdown reached 6.7%, and the largest single-bar move was 3.1%. These figures capture both the upward momentum and the intermittent turbulence that defined this boom phase, reminding participants that even trending markets punish hesitation or misplaced conviction.
For decision training, this replay forces you to confront classic tensions: entering during momentum versus waiting for pullbacks, managing exposure through volatility, and resisting recency bias after extended gains. The 6.7% drawdown and single-bar spikes test your commitment to process over prediction. Two critical nodes ask whether you can hold discipline when the data demands recalibration—ultimately teaching that sound decision architecture matters more than any single outcome.
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