US National (Case-Shiller, 2000+) Historical Replay: 2000-01 to 2002-06
Replay 30 monthly bars from 2000-01 to 2002-06 as the Case-Shiller national index climbed 22.3% from close 100 to 122.33. You will face six decision points, including two critical ones, day by day with an AI coach review after each simulated move.
30 monthly bars · 6 decision points · 2000-01 to 2002-06 · Property
Key facts
- Max run-up
- +22.3%
- Largest single-month move
- +1.3%
- 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 immerses participants in the opening chapter of a U.S. housing surge. Spanning 2000-01 to 2002-06, the Case-Shiller national index climbed steadily across 30 monthly bars. Six decision points await, two of them critical, as players navigate month-by-month price action in the early 2000s decade. The central challenge: recognizing how sustained gains can breed complacency even when individual moves remain measured.
The index rose from 100 to 122.33, delivering a 22.3% return over the period. Strikingly, max drawdown held at 0.0%, and the largest single-bar move registered just 1.3%. There were no sharp reversals to force discipline; the environment rewarded patience. Players who held through the run-up would have seen consistent appreciation, yet this very smoothness obscured the psychological traps ahead.
The scenario sharpens decision-making under deceptive calm. Without a single drawdown to trigger defensive action, participants must decide: hold for more gains or take profits before the trend exhausts? This exercise trains awareness of two common errors: the fear of missing out pushing entries at peaks, and the greed that discounts risk signals when accounts are green. Learning to act on process rather than recent performance defines the skill this period cultivates.