US National (FHFA, 1975Q1+) Historical Replay: 1975-01 to 1982-04
Replay 30 monthly bars of US national home prices from 1975-01 to 1982-04, tracking a steady 80.9% rise after stagflation. Step through each historic decision point, face 2 critical calls, and receive an AI coach review in a simulated training environment.
30 monthly bars · 6 decision points · 1975-01 to 1982-04 · Property
Key facts
Peak-to-trough drawdown of 2.5% with a 81.3% run-up.
- Max drawdown
- −2.5%
- Max run-up
- +81.3%
- Largest single-month move
- +4.6%
- 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 early 1975, the United States was emerging from the most severe stagflation crisis of the postwar era. The national housing market faced a pivotal recovery phase, with prices having stabilized after years of turbulent swings. Participants in this scenario must navigate an 30-month window through the late 1970s and into the early 1980s, where the fundamental question was whether the housing market could sustain a meaningful recovery amid persistent economic uncertainty and volatile inflation expectations.
Over the course of this replay, the national index climbed from 60.04 to 108.63, delivering a cumulative return of 80.9%. The journey was not a smooth incline. The period recorded a maximum drawdown of 2.5% and occasional single-month spikes of 4.6%, creating moments where conviction was tested. Across the 30 monthly bars, six distinct decision points emerged, with two representing critical inflection points where directional bets carried outsized consequences.
The scenario offers a clinic in managing extended recoveries. The shallow 2.5% drawdown could lull participants into underestimating volatility, while the 4.6% single-bar moves reveal how concentrated gains can be. The two critical decisions likely coincided with periods when macroeconomic headlines were most ambiguous. This replay trains the eye to distinguish between routine fluctuation and meaningful signal, to hold conviction through grinding trends, and to recognize that even modest pullbacks during otherwise steady appreciation can trigger psychological responses that erode long-term positioning.