US National (Case-Shiller, 2000+) Historical Replay: 2010-03 to 2012-08
Replay 30 monthly bars of the U.S. national Case-Shiller index from 2010-03 to 2012-08, absorbing a 9.3% drawdown through 6 decision points. You step through each bar, make choices, and receive an AI coach review of your reasoning in a simulated, educational setting.
30 monthly bars · 6 decision points · 2010-03 to 2012-08 · Property
Key facts
Peak-to-trough drawdown of 9.3% with a 8.0% run-up.
- Max drawdown
- −9.3%
- Max run-up
- +8.0%
- Largest single-month move
- +1.9%
- 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 a fragile recovery phase in early 2010, seventeen months after the financial crisis peak. The Case-Shiller national index, tracking aggregate residential values across the country, found itself oscillating near post-crisis lows. Market participants faced a critical question: was this a genuine bottom or merely a dead cat bounce? This replay places you inside the monthly bars of 2010-03 to 2012-08, a period defined by economic uncertainty, policy intervention debates, and the psychological challenge of navigating a market that offered almost no directional clarity.
Over 30 monthly bars, the index managed a modest 0.8% close-to-close gain (143.59 to 144.69), yet this benign headline number concealed significant turbulence. The maximum drawdown reached 9.3%, and the largest single-month swing measured 1.9%. Six decision points punctuated this period, two of which the simulation flags as critical. A trader entering mid-2010 and holding passively would have experienced nearly a year of capital erosion before any meaningful recovery materialized. The compression of returns combined with episodic panic-selling created an environment where patience and disciplined position management were tested to their limits.
This scenario excels as a training ground because it stripped away the luxury of trending markets. Participants must confront cognitive biases—anchoring on entry price, recency bias, and loss aversion—while practicing risk management protocols such as drawdown thresholds and sizing discipline. The two critical decision points specifically reward those who maintain process over outcome, reinforcing that survival in sideways, volatile markets often determines long-term performance more than spectacular gains during trending periods.
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