US National (Case-Shiller, 2000+) Historical Replay: 2009-03 to 2011-08
Replay 30 monthly Case-Shiller bars from March 2009 to August 2011 and watch the index slip from 146.51 to 141.78. Step through each historical decision point, test your judgment against the crisis, and receive an AI coach review of every move in simulated training.
30 monthly bars · 6 decision points · 2009-03 to 2011-08 · Property
Key facts
Peak-to-trough drawdown of 8.6% with a 3.4% run-up.
- Max drawdown
- −8.6%
- Max run-up
- +3.4%
- 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 Case-Shiller National Home Price Index in early 2009 was navigating the aftermath of the worst housing crash in generations. This 30-month replay from March 2009 to August 2011 captures a market still in crisis mode, where homeowners, investors, and policymakers faced the daunting question of whether the bottom had finally arrived. The stakes were enormous: financial system stability, retirement portfolios, and the broader economic recovery hung in the balance.
Starting from 146.51, the index ground lower to 141.78, a decline of -3.2%. The journey was far from smooth—max drawdown reached 8.6%, with occasional sharp monthly swings of 1.3%. Six decision points punctuated this period, two of them critical junctures where positioning could mean the difference between protecting capital and compounding losses.
This replay challenges participants to resist the seductive call of a "dead cat bounce" and instead practice disciplined uncertainty management. The 8.6% max drawdown teaches that crisis environments punish overconfidence and favor volatility-adjusted positioning. At each of the six decision points, trainees must confront the psychological trap of pattern-matching to prior rallies, a dangerous habit during secular downturns spanning the 2000s and 2010s. The educational value lies not in predicting the next bottom, but in building the process discipline to survive prolonged uncertainty without emotional capitulation.