US National (Case-Shiller, 2000+) Historical Replay: 2005-03 to 2007-08
Replay thirty monthly bars from March 2005 through August 2007 as U.S. national Case-Shiller prices climbed 9.5% before reversing. You step through each decision point, face six key choices, and receive an AI coach review in this simulated educational session.
30 monthly bars · 6 decision points · 2005-03 to 2007-08 · Property
Key facts
Peak-to-trough drawdown of 2.4% with a 12.2% run-up.
- Max drawdown
- −2.4%
- Max run-up
- +12.2%
- 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
In March 2005, the U.S. national Case-Shiller home price index sat at 164.58, threading through the tail end of a decade-long housing boom in the 2000s. By then, subprime lending had expanded dramatically, and optimism about "home prices only go up" had penetrated both Wall Street and Main Street. Participants in this replay step into a market where the consensus believed the good times would roll indefinitely, yet the seeds of reversal were already being sown. The stakes were high: misjudge the timing, and one could either exit too early and miss further gains, or stay too long and be caught in the coming downturn.
The thirty monthly bars that follow show an index that climbed to 180.23 by August 2007, a nominal gain of 9.5%. Yet this aggregate figure conceals a crucial inflection: prices rose early in the period and then reversed course. The market was relatively calm on a bar-by-bar basis—the largest single monthly move was just 1.5% and the maximum drawdown reached only 2.4%. These modest fluctuations masked an epochal shift in fundamentals, as lending standards tightened and the subprime crisis erupted later that summer. The replay compresses this deceptive quiet into six decision points, two of which are critical junctures where conviction and process matter most.
For decision training, this scenario strips away the drama of a dramatic crash and forces learners to confront a quieter danger: false stability. With volatility suppressed, the psychological temptation is to dismiss warning signs and maintain exposure. The lesson centers on process discipline—monitoring shifting fundamentals rather than relying on recent price behavior—and on the emotional discipline to question consensus narratives. Six decision points give learners repeated practice in recalibrating outlook when the data, rather than the price chart, tells a different story. The scenario teaches that the most consequential risks often hide behind apparent calm.
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