US National (FHFA, 1975Q1+) Historical Replay: 1982-10 to 1990-01
Replay 30 monthly bars of the US national FHFA index from October 1982 to January 1990, watching a 48.0% climb from 111.56 to 165.08. Make decisions at six points, including two critical junctures, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 1982-10 to 1990-01 · Property
Key facts
- Max run-up
- +48.0%
- Largest single-month move
- +2.5%
- 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
From October 1982 to January 1990, the FHFA national housing index traced a remarkable ascent through one of the most turbulent eras in American financial history. The period encompassed the Savings and Loan crisis of 1986, when regional housing markets convulsed while the broader national index continued climbing. Participants face six decision points, two of them critical junctures where a single choice could mean the difference between capturing gains or absorbing losses. The market demands vigilance and discipline in equal measure.
Over 30 monthly bars, the index rose from 111.56 to 165.08, delivering a total return of 48.0%. The climb was notably smooth: maximum drawdown registered exactly 0.0%, and the largest single monthly move reached just 2.5%. These figures conceal the underlying drama—the S&L collapse triggered bank failures and regional price crashes, yet the national aggregate pressed steadily higher. The apparent tranquility proved deceptive; those who mistook calm metrics for safety often missed the structural fault lines developing beneath the surface.
This replay trains participants to distinguish between aggregate stability and underlying risk concentration. With six decision gates testing timing judgment and conviction, the scenario rewards process over prediction. The near-zero drawdown masks how easily a portfolio could have been positioned in the wrong regional sub-market when the crisis hit. Effective decision-making here requires asking not just "what is the market doing?" but "what is the market not showing me?" The psychology of navigating apparent stability during latent crisis remains one of the hardest skills to develop and the most valuable to possess.