US 10-City Composite Historical Replay: 2021-11 to 2024-04
Replay 30 monthly bars of a US 10-city property index rising from 2021-11 to 2024-04, peaking then falling through a 3.4% drawdown. Walk through six decision points day by day, including two critical turns, and receive an AI coach review in this simulated training session.
30 monthly bars · 6 decision points · 2021-11 to 2024-04 · Property
Key facts
Peak-to-trough drawdown of 3.4% with a 16.0% run-up.
- Max drawdown
- −3.4%
- Max run-up
- +16.0%
- 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 late 2021, the US 10-city composite property index entered a training replay spanning 2021-11 to 2024-04, a 30-month window covering one of the most consequential policy pivots of the 2020s. This simulation places participants at the intersection of rising valuations and tightening monetary conditions, tasking them with navigating six decision points across two critical turns. The scenario captures a market that delivered solid long-term returns while enduring meaningful intermediate setbacks, making it an ideal laboratory for studying risk management under shifting macro conditions.
The index rose from 296.52 to 344.04, delivering a 16.0% total return over the 30 monthly bars, yet the journey proved turbulent. A maximum drawdown of 3.4% tested participants commitment to their risk frameworks, while the largest single-bar move of 2.1% demonstrated how swiftly sentiment can reverse in property markets. Those who reacted to short-term volatility rather than underlying trends likely found themselves whipsawed, while disciplined approaches faced the challenge of distinguishing temporary pullbacks from structural breaks.
This replay sharpens the ability to think in probabilities rather than certainties. Participants learn that even a 16.0% gain can coexist with a 3.4% max drawdown, and that managing the latter is often what separates sustainable strategies from lucky bets. The two critical turns serve as case studies in recognizing inflection points, while the six decision points train emotional steadiness under pressure. All outcomes are simulated; no investment advice is implied.
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