US National (Case-Shiller, 2000+) Historical Replay: 1991-03 to 1993-08
Replay the post-recession recovery of 1991-03 to 1993-08 across 30 monthly bars, watching the index climb 4.0% from 75.13 to 78.13 with only a 1.2% drawdown. Make decisions at 6 points and receive an AI coach review, simulated for education only.
30 monthly bars · 6 decision points · 1991-03 to 1993-08 · Property
Key facts
Peak-to-trough drawdown of 1.2% with a 4.0% run-up.
- Max drawdown
- −1.2%
- Max run-up
- +4.0%
- Largest single-month move
- +0.6%
- 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
This scenario replays the U.S. national housing market as captured by the Case-Shiller index during the early 1990s recovery. The period spans 1991-03 to 1993-08, covering 30 monthly bars across a decade defined by the aftermath of a recession. The stakes centered on understanding how residential real estate stabilizes and begins to recover following an economic downturn, when consumer confidence is fragile and the distinction between early signals and false starts matters greatly for long-term positioning.
Over the course of this replay, the index climbed from 75.13 to 78.13, delivering a 4.0% return. The journey was notably smooth, with a maximum drawdown of just 1.2% and the largest single monthly move reaching only 0.6%. Six decision points were embedded throughout, including two marked as critical moments where positioning choices carried heightened consequence for the final outcome.
For decision training, this scenario teaches patience and risk calibration in post-recession environments. The shallow drawdown and modest single-bar moves illustrate how recovery periods can offer relatively forgiving conditions, yet participants must still practice disciplined entry and exit reasoning. The two critical decision points test whether learners can hold conviction during quiet uptrends and avoid overtrading in low-volatility settings. Psychologically, the scenario reinforces the value of following a defined process rather than reacting to minor fluctuations, building habits that transfer to more volatile markets.