US National (Case-Shiller, 2000+) Historical Replay: 2004-12 to 2007-05
Replay thirty monthly Case-Shiller bars covering 2004-12 to 2007-05 as the index climbed 14.6% from 158.67 to 181.88, with six decision points including two critical moments. Step through each historical bar, weigh bubble-era signals, and receive an AI coach review of every simulated trade.
30 monthly bars · 6 decision points · 2004-12 to 2007-05 · Property
Key facts
Peak-to-trough drawdown of 1.5% with a 16.3% run-up.
- Max drawdown
- −1.5%
- Max run-up
- +16.3%
- Largest single-month move
- +1.6%
- 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 scenario replays the US national Case-Shiller Home Price Index across thirty monthly bars from December 2004 to May 2007, a period that captured the late stages of the 2000s housing bubble. At stake was understanding how market participants navigated an environment where price appreciation had become the dominant narrative, yet subtle warning signals were beginning to surface. The dataset tests decision-making when optimism pervades markets and deviation from fundamentals becomes normalized.
The index climbed from 158.67 to 181.88, representing a cumulative gain of 14.6% over the thirty-month window. Notably, the maximum drawdown recorded was just 1.5%, while the largest single-month movement reached only 1.6%, suggesting a market that rose with unusual steadiness. Six decision points were embedded throughout the replay, including two critical moments where positioning choices carried heightened consequence for simulated outcomes.
This replay trains participants to recognize how extended periods of low volatility can breed complacency and underestimation of systemic risk. The process of managing positions through six decision points with only two marked as critical sharpens judgment about resource allocation under uncertainty. Psychologically, the scenario illustrates the challenge of maintaining discipline when markets reward passive holding, making it a valuable exercise for developing risk awareness during apparently benign market regimes.