US National (FHFA, 1975Q1+) Historical Replay: 1989-07 to 1996-10
Replay 30 monthly US national housing bars from July 1989 to October 1996, when prices climbed 20.4% amid low volatility. You step through each historical day, face six decision points including two critical ones, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 1989-07 to 1996-10 · Property
Key facts
Peak-to-trough drawdown of 0.4% with a 20.4% run-up.
- Max drawdown
- −0.4%
- Max run-up
- +20.4%
- Largest single-month move
- +1.6%
- 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 the US national housing market from July 1989 to October 1996, spanning the late 1980s and early 1990s, you face a 30-bar monthly replay that tests your ability to navigate a recovery period after the 1992-01 recession. Prices moved from 162.81 to 196.05 across this era, and six decision points including two critical ones await your analysis. The stakes center on understanding how markets rebuild after contraction, particularly when volatility is suppressed and gradual appreciation replaces dramatic swings.
The period delivered a 20.4% cumulative gain with an exceptionally tame risk profile. The max drawdown of just 0.4% meant that almost any entry point would have held steady, while the largest single-bar move of only 1.6% prevented violent intrabar reversals from punishing delayed reactions. These numbers define a forgiving classroom environment where the challenge is less about survival and more about developing habits that will serve in less accommodating markets. The steady climb rewarded patience over agility.
This replay trains you to resist the urge to overtrade when conditions are calm. With minimal drawdown and modest daily moves, the psychological trap is complacency or excessive position sizing that would prove catastrophic in volatile regimes. The two critical decision points force you to articulate your entry logic and exit criteria explicitly, building the documentation habits that separate systematic decision-making from reactive guessing. The 20.4% gain is secondary to the process discipline you construct.