US National (Case-Shiller, 2000+) Historical Replay: 2008-08 to 2011-01
Replay 30 monthly bars of the U.S. Case-Shiller national index from August 2008 through January 2011, a period that fell 15.4% from its 164.28 starting close. Walk through each historical bar, face six decision points (two critical), and receive an AI coach review—simulated capital, purely educational.
30 monthly bars · 6 decision points · 2008-08 to 2011-01 · Property
Key facts
Peak-to-trough drawdown of 15.4% with a 3.2% run-up.
- Max drawdown
- −15.4%
- 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
This replay immerses you in the U.S. Case-Shiller national home price index during one of the most turbulent periods in American real estate history. From August 2008 to January 2011, 30 monthly bars capture a market still reeling from the subprime crisis and struggling to find a floor. The stakes were high: homebuyers, investors, and policymakers were navigating an unprecedented housing collapse with no clear playbook for when—or if—values would stabilize.
Over the course of this replay, the index fell from 164.28 to 139.03, a total decline of -15.4% with a maximum drawdown matching that figure. The largest single monthly move reached just 2.3%, yet the relentless grind downward proved exhausting. Six decision points are woven through this period, with two critical junctures demanding you choose between holding steady or adapting to deteriorating conditions. The market tested every assumption about when the bottom had arrived.
For decision training, this replay sharpens your ability to manage risk under a slow-burning crash rather than a sudden shock. You must practice sizing positions, setting stop-loss mental models, and controlling the urge to call a bottom prematurely. The psychology of loss aversion and recency bias becomes tangible when every month brings another small decline. The two critical decision points force you to choose between acting on apparent stabilization signals or maintaining disciplined skepticism—each path revealing how your process handles false hope in a falling market.
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