US National (Case-Shiller, 2000+) Historical Replay: 2006-02 to 2008-07
Replay the U.S. Case-Shiller index from 2006-02 to 2008-07 as the national home-price slide erased 8.7% from the index. You work through 30 monthly bars and 6 decision points, with AI coach feedback on every call. Simulated capital only, purely educational.
30 monthly bars · 6 decision points · 2006-02 to 2008-07 · Property
Key facts
Peak-to-trough drawdown of 10.2% with a 1.7% run-up.
- Max drawdown
- −10.2%
- Max run-up
- +1.7%
- Largest single-month move
- −1.3%
- 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 Case-Shiller U.S. National Home Price Index tracks residential property values across the country. This replay begins in February 2006, when the housing bubble that had expanded throughout the early 2000s showed its first signs of fatigue. You will navigate 30 monthly bars as the market transitions from complacency to caution amid the emerging subprime lending crisis. Six decision points, two of them critical, await your choices.
The index opened at 181.5 and closed at 165.71, delivering a total return of -8.7% over the replay window. Peak-to-trough decline reached 10.2%, while the largest single monthly move was 1.3%. These figures reflect a market that did not collapse overnight but rather eroded gradually, masking a structural reversal that would deepen in later periods.
This scenario trains you to manage positions through slow-burning drawdowns without abandoning process. Enduring a 10.2% decline while staying rational tests both your risk framework and emotional discipline. The modest 1.3% monthly swings illustrate how structural shifts can be hidden in quiet markets, urging you to look beyond short-term noise. Navigating six decision points with two critical junctures sharpens your ability to act with conviction when evidence is incomplete and stakes are uncertain.
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