US National (Case-Shiller, 2000+) Historical Replay: 2006-03 to 2008-08
Replay the US national Case-Shiller 2000+ index collapse from March 2006 to August 2008 as it slid 10.1% from 182.75 to 164.28. Move through 30 monthly bars with 6 decision points and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2006-03 to 2008-08 · Property
Key facts
Peak-to-trough drawdown of 11.0% with a 1.0% run-up.
- Max drawdown
- −11.0%
- Max run-up
- +1.0%
- 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 scenario recreates the US national housing market during the mid-to-late 2000s, a period when the Case-Shiller 2000+ index was at a critical juncture. Over 30 monthly bars spanning March 2006 to August 2008, participants navigate the early stages of what would become the most significant residential real estate decline in modern American history. With 6 decision points embedded in this historical record, including 2 marked as critical, the stage is set for participants to experience the pressures faced by investors and policymakers during this turbulent era.
The index retreated from 182.75 to 164.28, a decline of -10.1%. The maximum drawdown reached 11.0%, while the largest single monthly move registered just 1.3%. What these numbers reveal is a market that did not collapse overnight but rather eroded steadily, month after month, creating a persistent headwind for anyone holding positions through this period. The gradual nature of the decline made it particularly challenging to recognize as a structural turning point rather than temporary turbulence.
For decision training, this scenario illustrates how a grinding, single-digit monthly decline can compound into a meaningful portfolio impact while evading simple pattern recognition. Participants must grapple with uncertainty under incomplete information, manage risk in a market that offers no dramatic capitulation event as an exit signal, and resist the psychological trap of normalcy bias that often accompanies slow-burning downturns.
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