US National (FHFA, 1975Q1+) Historical Replay: 1980-10 to 1988-01
Replay 88 months of the US national FHFA home-price index, from October 1980 through January 1988, when prices climbed 42.9% in real terms. You step through each month, face 2 critical decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 1980-10 to 1988-01 · Property
Key facts
Peak-to-trough drawdown of 2.5% with a 42.9% run-up.
- Max drawdown
- −2.5%
- Max run-up
- +42.9%
- Largest single-month move
- +4.4%
- 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 scene replays the US national FHFA home-price index across 30 monthly bars from October 1980 through January 1988. This was a decade of economic turbulence: the early 1980s brought aggressive Federal Reserve tightening, double-digit inflation, and recessionary headwinds that squeezed household budgets and cast doubt on real estate's safe-harbor appeal. Players enter this replay confronting a central question: how do you position a housing-related decision when purchasing power is visibly under pressure and market consensus remains uncertain?
The index ultimately climbed from 104.55 to 149.45, delivering a 42.9% cumulative gain over the full span. Yet the journey was anything but straight. Maximum drawdown measured just 2.5%, and the largest single-month move reached 4.4%, suggesting the drama unfolded more in sustained micro-pressures than in dramatic crashes. Two critical decision points punctuate the replay, forcing players to choose not just once but twice in environments where every monthly bar carried compounding implications for their simulated portfolio's trajectory.
This replay trains the habit of evaluating slow-burn trends without conflating gradualism with complacency. A 2.5% peak-to-trough pullback sounds trivial until you are mid-position and watching your paper gains evaporate bar by bar. The 4.4% single-bar outlier reminds us that even subdued markets produce surprise volatility. Decision-point discipline—knowing your criteria before the bar closes—matters more than market timing in data series where the dominant signal is structural appreciation, not speculative fireworks.