US National (Case-Shiller, 2000+) Historical Replay: 2007-02 to 2009-07
Replay thirty monthly bars from 2007-02 to 2009-07 as the Case-Shiller national index slides from 182.47 to 150.75. You navigate six decision points through the housing collapse, receiving AI coach feedback on each simulated choice.
30 monthly bars · 6 decision points · 2007-02 to 2009-07 · Property
Key facts
Peak-to-trough drawdown of 19.7% with a 2.9% run-up.
- Max drawdown
- −19.7%
- Max run-up
- +2.9%
- Largest single-month move
- −2.3%
- 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
In early 2007, the U.S. housing market faced a reckoning. The Case-Shiller national index, which had climbed steadily through the 2000s, began showing cracks as subprime mortgage defaults mounted. The thirty-month window from February 2007 through July 2009 captures the full arc of the national housing collapse, testing participants' ability to navigate a sustained decline while the entire financial system trembled. What was at stake was not just capital, but a fundamental understanding of how leverage, confidence, and systemic risk interact.
The index slid from 182.47 to 150.75, a -17.4% loss over thirty monthly bars. Participants faced a max drawdown of 19.7% during this replay, with the largest single-bar move reaching 2.3%. Six decision points punctuated the descent, two of them marked as critical. The housing crisis was not a single event but a grinding process that rewarded patience and punished panic. For those training in market replay, this period offers a laboratory to feel how wrong-footed even sophisticated investors became as the consensus on perpetual home-price appreciation shattered.
This replay teaches that surviving a collapse requires disciplined process over reactive emotion. Navigating six decision points amid a 19.7% peak drawdown forces participants to confront liquidity traps, collateral depreciation, and behavioral bias. The simulated choices and AI coach feedback reveal how easy it is to mistake luck for skill or to hold losing positions hoping for a reversal that never comes. The lesson is not to predict the bottom but to understand risk management, diversification, and the psychology of loss aversion in systemic market failures. Process over outcome is the lasting takeaway.