US National (FHFA, 1975Q1+) Historical Replay: 2010-07 to 2017-10
Replay the U.S. national property boom from July 2010 to October 2017 across 30 monthly bars, climbing 23.5% with 5.5% drawdowns. Step through each historical day, face 6 decision points including 2 critical moments, and receive AI coach feedback on your simulated choices.
30 monthly bars · 6 decision points · 2010-07 to 2017-10 · Property
Key facts
Peak-to-trough drawdown of 5.5% with a 30.6% run-up.
- Max drawdown
- −5.5%
- Max run-up
- +30.6%
- 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.
Event Replay
What happened — and what it teaches
This replay captures the U.S. national property market during its recovery phase, spanning July 2010 to October 2017 across 30 monthly bars. The FHFA index tracked national home prices as they emerged from post-crisis lows, creating a sustained but uneven uptrend. Participants must navigate this extended recovery period, facing 6 decision points including 2 critical moments that test judgment when market signals are ambiguous. The challenge is not simply recognizing an upward trend, but determining when to hold positions through normal volatility and when market conditions genuinely shift.
The data shows a climb from 325.96 to 402.55, delivering a 23.5% return over the replay window. This gain arrived with a maximum drawdown of 5.5%, demonstrating that even favorable multi-year periods include setbacks. The largest single monthly move reached 2.8%, representing volatility spikes that could trigger emotional exits for unprepared participants. These numbers illustrate that smooth upward paths rarely exist in historical markets, regardless of the underlying trend direction.
This scenario teaches that patience and process discipline matter more than market timing predictions. Participants learn to separate normal fluctuation from significant regime changes, avoiding reactive decisions during temporary drawdowns while remaining alert to genuine shifts in market character. The psychological dimension proves central: holding positions through a 5.5% pullback requires conviction backed by analysis rather than hope. Each decision point becomes a sandbox for practicing structured thinking under uncertainty, building decision-making habits applicable across market environments.