US 10-City Composite Historical Replay: 2021-06 to 2023-11
Replay 30 monthly bars of the US 10-City composite from June 2021, including a peak-to-trough swing of 21.3%. Step through each historical decision point and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2021-06 to 2023-11 · Property
Key facts
Peak-to-trough drawdown of 3.4% with a 21.3% run-up.
- Max drawdown
- −3.4%
- Max run-up
- +21.3%
- 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
In mid-2021 the US 10-City composite index entered a critical phase. As pandemic-era monetary stimulus began unwinding and the Federal Reserve signaled tighter policy ahead, real estate markets that had surged for months faced a pivotal test. Investors tracking this composite were navigating the transition from an exceptional growth environment to one where rising rates threatened to reshape property valuations. The stakes were clear: understanding how to position or adjust exposure when a sustained trend faces its first serious challenge.
The replay spans 30 monthly bars from June 2021 to November 2023, during which the index rose from 277.94 to 337.03, delivering a cumulative return of 21.3%. Yet the journey was far from linear. The maximum drawdown reached 3.4%, and the largest single monthly move was 2.1%, indicating that even within a broader uptrend, meaningful volatility tested investor resolve. With 6 decision points embedded in the scenario, including 2 flagged as critical, participants were repeatedly forced to evaluate whether the trajectory warranted continued exposure or required tactical adjustment.
This historical period offers a rich training ground for developing disciplined decision processes. The modest 3.4% peak-to-trough decline underscores how even seemingly benign drawdowns require a framework for assessing whether they represent normal fluctuation or the start of structural reversal. The interplay between consistent upward drift and contained volatility reveals the psychological challenge of maintaining conviction while respecting risk boundaries. For those using this replay, the focus should be on articulating the reasoning behind each simulated choice, then examining how emotional responses align with or deviate from that disciplined process.
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