US National (Case-Shiller, 2000+) Historical Replay: 1995-04 to 1997-09
Replay 30 monthly bars from April 1995 to September 1997 as the Case-Shiller U.S. national index climbs 7.4%. Walk through six decision points, including two critical ones, and receive an AI coach review of your reasoning. Simulated capital, educational only.
30 monthly bars · 6 decision points · 1995-04 to 1997-09 · Property
Key facts
Peak-to-trough drawdown of 0.4% with a 7.4% run-up.
- Max drawdown
- −0.4%
- Max run-up
- +7.4%
- 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
The Case-Shiller U.S. national home price index enters this replay in April 1995, beginning a 30-month journey through the 1990s that most observers consider a quiet, steady period for housing. The market had emerged from early-decade sluggishness, and investors were reassessing residential real estate as a long-term asset class. This replay asks: how do you read a market that moves slowly but steadily, with limited drama and small drawdowns?
From April 1995 to September 1997 the index climbs from 80.37 to 86.31, a gain of 7.4%. The ride is remarkably smooth: the maximum drawdown never exceeds 0.4% and the largest single monthly move is just 0.6%. Over six decision points, including two marked as critical, you must navigate this low-volatility environment and decide whether to hold, adjust, or step back. The index never tests your conviction with dramatic swings.
This replay is a masterclass in patience and discipline. In markets with minimal volatility and tiny drawdowns, the temptation is to overtrade or seek action that does not exist. The key lesson is distinguishing between a quiet market that deserves steady holding and one that warrants reassessment. Risk management here means accepting small fluctuations without panic, while decision process means staying systematic when the data offers few dramatic signals. Psychology training focuses on maintaining composure when the biggest move is less than one percent and the index rewards quiet confidence over constant adjustment.
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