US National (FHFA, 1975Q1+) Historical Replay: 2008-07 to 2015-10
Replay 30 monthly bars from the US national FHFA property index, July 2008 through October 2015, watching the close climb from 351.02 to 362.2. Step through each historical decision point, including 2 critical ones, and receive AI coach review on your simulated choices.
30 monthly bars · 6 decision points · 2008-07 to 2015-10 · Property
Key facts
Peak-to-trough drawdown of 12.2% with a 17.5% run-up.
- Max drawdown
- −12.2%
- Max run-up
- +17.5%
- Largest single-month move
- −2.8%
- 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.
Related scenarios
- Norway National (BIS) Historical Replay: 2008-10 to 2016-012008 · Lv.4
- China National (Real Estate Climate Index, 1998+) Historical Replay: 2008-09 to 2011-052008 · Lv.1
- China National (Real Estate Climate Index, 1998+) Historical Replay: 2008-08 to 2011-042008 · Lv.1
- Canada National (BIS) Historical Replay: 2008-07 to 2015-102008 · Lv.4
- China National (Real Estate Climate Index, 1998+) Historical Replay: 2008-01 to 2010-082008 · Lv.1
- UK National (BIS) Historical Replay: 2009-10 to 2017-012009 · Lv.3
Event Replay
What happened — and what it teaches
Between July 2008 and October 2015, the US national FHFA property index offers a rare window into post-crisis recovery dynamics. Thirty monthly bars trace a market rebuilding from the wreckage of the subprime collapse, with investors and analysts navigating the uncertain terrain between capitulation and renewed optimism. Six decision points punctuate this stretch, two of them critical inflection moments where positioning and conviction were tested against a market that refused to move in straight lines. The era spans the 2000s and 2010s, capturing both the depths of correction and the slow grind toward normalization.
The headline numbers tell a story of modest but meaningful recovery: the index climbed from 351.02 to 362.2, a gain of 3.2% over the full period. Yet this aggregate figure obscures considerable turbulence beneath the surface. A maximum drawdown of 12.2% tested the resolve of anyone holding positions through the lean years, while the largest single monthly move of 2.8% demonstrated that recovery itself carried volatility. The path was neither smooth nor straight, punishing early optimism and rewarding those who could distinguish between noise and genuine shifts in fundamentals.
For decision training, this replay illuminates how patience and process trump prediction. The 12.2% drawdown teaches that even booms contain painful corrections, demanding position sizing that survives adverse stretches without forced liquidation. The 2.8% single-bar move reminds practitioners that volatility spikes can strike without warning, challenging both risk models and emotional equilibrium. Six decision points, including two critical ones, provide repeated opportunities to practice conviction management: knowing when to hold through noise, when to adjust exposure, and when the underlying thesis warrants reinforcement. The 30 monthly bars become a laboratory for building discipline that transfers beyond any single market cycle.
Featured in the archive