US National (Case-Shiller, 2000+) Historical Replay: 1995-03 to 1997-08
Replay 30 monthly bars of the U.S. national Case-Shiller index from 1995-03 to 1997-08, watching it climb from 80.08 to 86.15. Walk through 6 decision points with AI coach feedback in a simulated training environment.
30 monthly bars · 6 decision points · 1995-03 to 1997-08 · Property
Key facts
Peak-to-trough drawdown of 0.4% with a 7.6% run-up.
- Max drawdown
- −0.4%
- Max run-up
- +7.6%
- 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 replay covers the U.S. national Case-Shiller home price index from March 1995 through August 1997, spanning 30 monthly bars. The 1990s marked a transitional period for American real estate following the early decade slowdown, with economic conditions gradually strengthening. Participants in this scenario observe a market that was beginning to show renewed vitality, navigating the early stages of what would become a significant multi-year appreciation cycle.
Over the 30-month period, the index rose from 80.08 to 86.15, representing a 7.6% gain. The journey was notably smooth, with a maximum drawdown of just 0.4% and the largest single monthly move reaching only 0.6%. These subdued metrics paint a picture of steady, grinding appreciation that offered few dramatic entry opportunities but also minimal volatility stress.
This replay teaches valuable lessons about patience and disciplined process. With six decision points including two critical junctures, learners must practice conviction maintenance during quiet trending markets rather than chasing action. The minimal volatility demonstrates how sustainable returns often come from steady exposure rather than dramatic timing, and how risk management during calm periods sets the foundation for surviving when volatility inevitably returns.