US National (FHFA, 1975Q1+) Historical Replay: 1984-10 to 1992-01
Replay the 1984–1992 U.S. national property market across 30 monthly bars, including a 2.1% single-bar shock, and step through 6 decision points (2 critical). You replay each day in simulated capital, then receive an AI coach review of your choices in this educational historical scenario.
30 monthly bars · 6 decision points · 1984-10 to 1992-01 · Property
Key facts
Peak-to-trough drawdown of 0.4% with a 40.3% run-up.
- Max drawdown
- −0.4%
- Max run-up
- +40.3%
- 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
Between October 1984 and January 1992, the U.S. national housing market entered one of its most turbulent chapters, spanning 30 monthly bars across the 1980s and into the 1990s. The Savings and Loan crisis, which began escalating in 1986, placed enormous strain on regional property markets as hundreds of thrifts failed amid rising interest rates and reckless lending practices. This replay embeds 6 decision points, including 2 critical junctures, inviting participants to navigate capital allocation through a multi-year cycle where systemic risk and localized collapses created a complex decision environment.
The market ultimately closed at 172.65, rising from an opening of 123.05 for a total appreciation of 40.3%. The journey, however, was far from linear. Participants faced a largest single-bar move of 2.1%, representing a significant shock within the monthly data. Counterintuitively, the maximum drawdown remained remarkably shallow at just 0.4%, suggesting that disciplined risk management could have preserved capital through the period's stress points without meaningful impairment.
This scenario sharpens decision training around three core dimensions: process discipline under uncertainty, risk calibration when systemic threats emerge, and psychological resilience during intermittent volatility within an otherwise constructive trend. The contrast between the 2.1% shock magnitude and the 0.4% maximum drawdown offers a powerful case study in how position sizing and exit discipline determine whether market noise becomes capital loss. For educational purposes, the replay underscores that surviving periods of elevated stress often matters more than optimizing every upside bar.
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