US National (FHFA, 1975Q1+) Historical Replay: 2006-01 to 2013-04
Replay the US national housing crash from 2006-01 to 2013-04 across 30 monthly bars, where prices fell 12.8% with a 19.0% peak drawdown. You step through each historical day, face 6 decision points including 2 critical ones, and receive an AI coach review of your choices using simulated capital.
30 monthly bars · 6 decision points · 2006-01 to 2013-04 · Property
Key facts
Peak-to-trough drawdown of 19.0% with a 4.2% run-up.
- Max drawdown
- −19.0%
- Max run-up
- +4.2%
- Largest single-month move
- −3.1%
- 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
Between 2006 and 2013, the United States experienced its most severe housing downturn since the Great Depression, a crisis that reshaped financial markets, regulatory frameworks, and household wealth across the country. This replay places you inside the FHFA national price index from January 2006 through April 2013, a period when the American dream of homeownership curdled into a nightmare of foreclosure, negative equity, and systemic financial instability. With 30 monthly data points and six decision points—two of them critical—you will navigate the storm in real time, learning what it felt like to hold, adjust, or exit positions as the market crumbled beneath you.
The numbers tell a brutal story. Over the full span, prices fell 12.8% on a simple close-to-close basis, but that modest figure obscures a 19.0% peak drawdown along the way. The largest single monthly move reached 3.1%, yet the damage accumulated through sustained, grinding decline rather than a single catastrophic plunge. Subprime contagion, lax underwriting standards, and speculative excess gave way to forced liquidations, tightened credit, and a loss of confidence that took years to rebuild. Understanding this rhythm—long periods of erosion punctuated by moments of acute volatility—is essential to grasping why so many participants misjudged the trajectory.
This scenario tests your ability to manage risk when the fundamental narrative is shifting beneath your feet. The lesson is not about predicting the bottom at 2009-07, but about maintaining disciplined position sizing, respecting drawdown thresholds, and avoiding the twin pitfalls of panic selling and stubborn denial. By replaying these decision points, you develop the psychological resilience and analytical framework needed to act decisively when consensus optimism finally breaks.