US National (Case-Shiller, 2000+) Historical Replay: 2002-04 to 2004-09
Replay the U.S. Case-Shiller 2000+ index climbing from 119.21 to 155.11 across 30 monthly bars in a historic property boom. Step through each authentic trading day, face 6 decision points with AI coach review, and learn through simulated capital only.
30 monthly bars · 6 decision points · 2002-04 to 2004-09 · Property
Key facts
- Max run-up
- +30.1%
- Largest single-month move
- +1.5%
- 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 U.S. housing market in the early 2000s was entering an extraordinary boom period. The Case-Shiller 2000+ index, tracking national home prices, was about to embark on a sustained climb that would become one of the most studied asset bubbles in modern financial history. For participants in this replay, the stakes are clear: understand the mechanics of a seemingly unstoppable rally before studying how such cycles ultimately resolve.
From April 2002 to September 2004, spanning 30 monthly bars, the index rose from 119.21 to 155.11, a gain of 30.1%. The maximum drawdown recorded was 0.0%, and the largest single monthly move measured just 1.5%. These numbers reveal a market of remarkable steadiness—price appreciation that was gradual, consistent, and free of significant setbacks throughout the entire period.
This replay tests a specific skill set: maintaining discipline during extended, low-volatility gains. With 6 decision points including 2 critical junctures, participants must navigate entry timing, position sizing, and conviction management without the nervous system of a volatile market to keep them alert. The lesson cuts deep: the absence of visible risk does not mean risk is absent. Low drawdowns and small bars can breed complacency, and historical context reminds us that the 2000s property boom eventually gave way to a reckoning. This scenario trains participants to look beyond the calm surface of a trending market.
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