US National (FHFA, 1975Q1+) Historical Replay: 1999-10 to 2007-01
Replay a 30-month US national property boom from October 1999, when prices climbed 68.6% to a January 2007 peak. You navigate six monthly decision points, face two critical calls, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 1999-10 to 2007-01 · Property
Key facts
- Max run-up
- +68.6%
- Largest single-month move
- +3.8%
- 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 replay immerses you in the US national residential property market from October 1999 through January 2007, spanning 30 monthly bars across the 1990s and 2000s. This was a period of sustained appreciation, and participants faced the challenge of navigating an extended bull market while managing the psychological pressure of increasingly elevated prices. Six monthly decision points were embedded, including two critical calls that would significantly shape portfolio outcomes.
During this 30-month window, prices climbed from 225.58 to 380.31, representing a total gain of 68.6%. Remarkably, the maximum drawdown remained at 0.0%, meaning no pullback erased prior gains. The largest single monthly advance was 3.8%, demonstrating steady, measured appreciation rather than speculative excess.
This scenario tests several core competencies: conviction management during prolonged uptrends, position-sizing discipline when drawdowns are absent, and the ability to differentiate between sustainable growth and unsustainable exuberance. The absence of volatility removes the usual crisis cues, forcing participants to rely on systematic processes rather than reactive adjustments. The two critical decision points serve as crucibles where participants must reconcile conviction with risk calibration, revealing whether they are pattern-recognition dependent or grounded in disciplined methodology.