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US National (FHFA, 1975Q1+) Historical Replay: 1992-10 to 2000-01

PropertyNational IndexUSBoom1992-10 to 2000-01Difficulty 3/5FreeView charts

Replay the US national housing boom from October 1992 through January 2000, when the FHFA index climbed 31.0% across 30 monthly bars. Step through authentic market days, navigate six decision points including two critical ones, and receive an AI coach review of each choice.

30K lines
6Decision points
3Difficulty
monthlyGranularity

30 monthly bars · 6 decision points · 1992-10 to 2000-01 · Property

Key facts

Peak-to-trough drawdown of 0.1% with a 31.0% run-up.

Max drawdown
−0.1%
Max run-up
+31.0%
Largest single-month move
+1.9%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 US national housing market in the 1990s represented a sustained, low-volatility appreciation period. This replay covers October 1992 through January 2000, spanning the 1990s and 2000s decades, where the FHFA index traced a steady upward trajectory. Participants face six decision points—including two critical moments—requiring them to navigate authentic monthly bars while managing exposure through a period characterized by exceptional stability.

The FHFA index climbed from 175.45 to 229.89, delivering a 31.0% total return across 30 monthly bars. The most striking feature was the minimal turbulence: maximum drawdown measured just 0.1%, while the largest single monthly surge reached only 1.9%. This gentle, consistent climb across seven years offers a stark contrast to more volatile market phases, testing whether traders can maintain discipline when price action remains subdued.

The real challenge is not chasing dramatic moves but developing consistent process during uneventful stretches. With six decision points and two critical junctures, participants practice systematic evaluation and position management even without external pressure. Minimal drawdowns reinforce the value of steady approaches, while the absence of large price swings tests discipline to stay engaged and follow protocols. This scenario builds patience and methodical thinking—skills essential for navigating any market regime.