US 20-City Composite Historical Replay: 2021-02 to 2023-07
Replay 30 months of US 20-city housing data from February 2021, watching the index climb 28.6% before a 6.7% drawdown. You will walk through each monthly bar, face six decision points, and receive an AI coach review of your choices in a simulated training environment.
30 monthly bars · 6 decision points · 2021-02 to 2023-07 · Property
Key facts
Peak-to-trough drawdown of 6.7% with a 29.3% run-up.
- Max drawdown
- −6.7%
- Max run-up
- +29.3%
- 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 replay captures the extraordinary trajectory of the US 20-city composite housing index across 30 months beginning in February 2021. This period witnessed an unprecedented surge in residential property values, fueled by pandemic-driven demand, record-low interest rates, and constrained supply. Participants enter a market that defied conventional valuation logic, confronting the challenge of maintaining disciplined risk management while navigating multiple macroeconomic inflection points.
The index advanced from 246.54 to 317.01, delivering a 28.6% cumulative return over the full span. Yet this journey was far from linear—the market absorbed a 6.7% maximum drawdown, with the largest single-month move reaching 3.1%. Six decision points punctuate the replay, including two critical junctures where positioning could have meaningfully altered outcomes. The simulated environment forces participants to act under the pressure of real estate's inherent illiquidity.
This scenario strips away the comfort of hindsight to test decision-making under genuine uncertainty. Position sizing becomes critical when a 3.1% monthly move can represent significant capital at risk. The 6.7% drawdown tests emotional discipline—paper losses in illiquid markets can become real if exit timing proves poor. The replay teaches that process discipline and psychological resilience matter more than predicting the exact peak. Staying objective through volatility, rather than reacting to it, defines the difference between training outcomes and real-world results.
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