US 20-City Composite Historical Replay: 2021-11 to 2024-04
Replay 30 monthly bars of the US 20-City Composite as a 16.9% climb unravels, testing your instincts across rising-rate headwinds. Step into six decision points, make calls day by day, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2021-11 to 2024-04 · Property
Key facts
Peak-to-trough drawdown of 6.7% with a 16.9% run-up.
- Max drawdown
- −6.7%
- Max run-up
- +16.9%
- 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 US 20-City Composite Index entered November 2021 at a crossroads. With the Federal Reserve pivoting toward aggressive rate hikes in early 2022, the housing market that had surged through the pandemic faced its sternest test. Participants in this replay must navigate rising-rate headwinds while managing exposure to a market that had run far and fast. The stakes were clear: how to preserve capital when cheap financing disappears and valuations face compression.
Over the 30 monthly bars spanning 2021-11 to 2024-04, the index climbed from 282.38 to 330.18, delivering a 16.9% return that belied the turbulence underneath. A peak drawdown of 6.7% and a largest single-bar move of 3.1% reveal the volatility hidden within that headline gain. Six decision points—two deemed critical—punctuate the replay, forcing choices amid shifting rate expectations and softening demand signals. The apparent serenity of a net positive outcome obscures moments when positions could have been shaken or abandoned entirely.
This replay distills three enduring lessons. First, macro regime shifts—inflation followed by aggressive tightening—reshape risk assets months before prices fully reflect the new reality. Second, drawdowns of 6.7% feel manageable in retrospect but demand disciplined position sizing to avoid forced selling. Third, the psychological trap of anchoring to prior highs leads to missed rebalancing opportunities. Training here focuses on calibrating conviction to probabilistic outcomes rather than directional forecasts alone, building the judgment needed when markets behave counterintuitively.
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