US National (FHFA, 1975Q1+) Historical Replay: 2003-07 to 2010-10
Replay the U.S. national housing market across 30 monthly bars from 2003-07 to 2010-10, absorbing a 15.1% drawdown. Make decisions at 6 turning points and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2003-07 to 2010-10 · Property
Key facts
Peak-to-trough drawdown of 15.1% with a 32.4% run-up.
- Max drawdown
- −15.1%
- Max run-up
- +32.4%
- 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 U.S. national housing market across 30 monthly bars from July 2003 to October 2010. This period captured the final years of the housing boom, the eruption of the subprime crisis, and the painful price correction that followed. Participants face the challenge of navigating an asset class that had enjoyed years of steady appreciation but was about to confront a structural shift in credit availability and demand fundamentals.
From a starting index of 287.22, prices ultimately closed at 323.64, representing a modest 12.7% gain over the full period. However, this headline number obscures the turbulent journey between. The market endured a maximum drawdown of 15.1%, with the largest single monthly decline reaching 3.8%. These statistics reveal a period of significant volatility and value destruction that long-term holders had to endure.
This scenario sharpens recognition of structural vulnerabilities before they materialize into losses. The six decision points—two critical—demand that participants balance confidence in historical trends against emerging warning signs. Effective risk management requires understanding that drawdowns can accelerate quickly and that preserving capital during corrections is essential for participating in eventual recoveries. The historical framing serves educational purposes only, illustrating how market narratives and risk psychology interact during crises of confidence.
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