US National (Case-Shiller, 2000+) Historical Replay: 2008-01 to 2010-06
Replay the U.S. national Case-Shiller housing collapse from January 2008 through June 2010, when prices fell 13.7% across 30 monthly bars. Step through the crisis day by day, face six decision points, and receive AI coach feedback in this simulated training environment.
30 monthly bars · 6 decision points · 2008-01 to 2010-06 · Property
Key facts
Peak-to-trough drawdown of 16.4% with a 3.2% run-up.
- Max drawdown
- −16.4%
- Max run-up
- +3.2%
- 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
The U.S. housing market entered 2008 in the grip of a crisis that would reshape the American economy. The Case-Shiller national home price index, which had surged through the 2000s on easy credit and speculative fever, now faced a reckoning. For participants training in this environment, the stakes were enormous: navigating the collapse of an asset class that had underpinned household wealth and banking stability for a generation.
From January 2008 to June 2010, across 30 monthly bars, the index fell from 171.08 to 147.7, a decline of -13.7%. The maximum drawdown reached 16.4%, with individual monthly drops as large as 2.3%. This was not a single catastrophic event but a grinding, two-year erosion punctuated by moments of acute volatility. Six decision points tested participants, with two critical junctures demanding clear risk frameworks and emotional discipline.
The episode offers sharp lessons in decision training. A -13.7% decline feels moderate in isolation but compounds into significant wealth destruction when combined with leverage or concentrated exposure. The 16.4% drawdown underscores the importance of sizing positions to survive drawdowns without forced decisions. Perhaps most critically, the extended 30-month horizon tests whether decision-makers can maintain process discipline when there is no obvious bottom, no clear catalyst for recovery, and no shortage of voices promising imminent stabilization. This replay trains participants to honor risk limits even when the market offers no visible floor.
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