US National (FHFA, 1975Q1+) Historical Replay: 2001-10 to 2009-01
Replay 30 monthly bars of the US national home price index from October 2001 through January 2009, with prices climbing 35.4% before an 8.6% drawdown. Step through each authentic market day, face 2 critical decision points out of 6 total, and receive an AI coach review in this simulated educational scenario.
30 monthly bars · 6 decision points · 2001-10 to 2009-01 · Property
Key facts
Peak-to-trough drawdown of 8.6% with a 47.0% run-up.
- Max drawdown
- −8.6%
- Max run-up
- +47.0%
- 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
This replay covers 30 monthly bars of the US national home price index from October 2001 through January 2009, spanning the 2000s decade. The scenario places participants inside one of the most consequential housing cycles in modern financial history, when Federal Reserve rate policy shifts were reshaping borrowing costs and market expectations. Six decision points are embedded across this stretch, with two marked as critical junctures where positioning choices carried heightened consequence. The simulation invites learners to step into authentic historical conditions and grapple with the same uncertainty that faced market participants at the time.
Over the full span, the index climbed from 258.74 to 350.34, a cumulative advance of 35.4%. Yet the trajectory was far from smooth, as an 8.6% maximum drawdown punctuated the uptrend. The largest single monthly move reached 3.8%, illustrating how concentrated volatility can compress into brief windows. These figures anchor the replay in documented history, letting learners experience the rhythm of gains and setbacks without the benefit of hindsight.
For decision training, this scenario sharpens three capabilities: process discipline under ambiguous conditions, risk calibration against documented drawdown and volatility spikes, and psychological steadiness when markets deviate from expectations. The 6 decision points function as checkpoints, each prompting reflection on how information was interpreted and trades were managed. This educational replay does not promise profits but builds the habits of careful analysis that long-term market literacy demands.