US National (FHFA, 1975Q1+) Historical Replay: 1994-07 to 2001-10
Replay a steady US national property climb from 183.06 to 258.74 across 30 monthly bars with minimal drawdown. Step through the era day by day, face 6 decision points, and receive AI coach review on your simulated choices.
30 monthly bars · 6 decision points · 1994-07 to 2001-10 · Property
Key facts
Peak-to-trough drawdown of 0.1% with a 41.5% run-up.
- Max drawdown
- −0.1%
- Max run-up
- +41.5%
- 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
The US national housing market between 1994-07 and 2001-10 represented a prolonged property boom spanning the 1990s and 2000s decades. Across 30 monthly bars, this steady appreciation phase offered investors a rare combination of consistent gains with virtually no setbacks. Six decision points—two marked as critical—punctuate this trajectory, each requiring participants to choose between holding, adjusting, or repositioning in response to evolving market conditions. This historical period presents a clean laboratory for examining decision-making under conditions of persistent, low-volatility growth.
The market delivered a remarkably smooth ride upward. The index rose from 183.06 to 258.74, translating into a total return of 41.3% over the full span. The maximum drawdown measured just 0.1%, meaning any simulated position barely dipped below its peak at any point. The largest single monthly move reached only 2.5%, indicating an absence of dramatic spikes or panic-driven volatility. Participants navigating this environment faced a gentle, almost frictionless climb that rewarded patience and conviction.
This replay teaches the value of process over prediction. With drawdown this shallow and volatility this contained, the challenge was not surviving sudden crashes but resisting the urge to overmanage a stable position. The 2.5% largest bar reminds us that even calm markets produce variation requiring interpretation. Psychology matters most when the environment feels easy: participants must practice the discipline of following their rules when external pressure is low, building habits that carry them through future periods of genuine turbulence.
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