US 10-City Composite Historical Replay: 2021-02 to 2023-07
Replay 30 monthly bars of the US 10-City composite from February 2021 through July 2023, watching prices climb 24.2% before a 3.4% peak-to-trough drawdown. Walk through 6 decision points and receive an AI coach review after each simulated historical day.
30 monthly bars · 6 decision points · 2021-02 to 2023-07 · Property
Key facts
Peak-to-trough drawdown of 3.4% with a 24.2% run-up.
- Max drawdown
- −3.4%
- Max run-up
- +24.2%
- 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 Index presents a fascinating window into the residential real estate market during an extraordinary period. This replay covers the 2020s decade, specifically the 30-month span from February 2021 through July 2023. What was at stake was understanding how monetary policy shifts—particularly the Federal Reserve's pivot toward aggressive rate hikes in 2022—would impact property values across America's most dynamic metropolitan markets. Participants enter this scenario with the knowledge that they are walking through history, not predicting it.
The index demonstrated remarkable resilience, climbing 24.2% over the period—from 262.97 to 326.72. However, this wasn't a smooth trajectory. The journey included a maximum drawdown of 3.4%, with the largest single monthly move reaching 2.1%. Six decision points punctuated this trajectory, two of which proved particularly critical for those managing risk. The combination of substantial gains and contained volatility created an environment where disciplined investors could navigate effectively, while those prone to emotional decision-making might have struggled.
This scenario offers a masterclass in decision-making under uncertainty. The relatively modest 3.4% peak-to-trough decline serves as a reminder that even significant rate environments do not automatically trigger catastrophic losses—a valuable lesson for managing expectations. The presence of two critical decision points across 30 bars emphasizes the importance of patience and selectivity: not every month demands action. Most importantly, the 24.2% total return achievable within a volatile but contained range underscores that consistent, well-reasoned choices often outperform reactive ones. For trainees, the psychological dimension is paramount: resisting the urge to overtrade during the largest 2.1% monthly swings separates process-driven participants from those who let short-term noise dictate strategy.
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