US National (FHFA, 1975Q1+) Historical Replay: 2012-01 to 2019-04
Replay 30 monthly bars of the U.S. national FHFA property index from 2012-01 to 2019-04, watching the close climb 40.2% to 434.06. Step through each authentic trading day, face six decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2012-01 to 2019-04 · Property
Key facts
Peak-to-trough drawdown of 0.5% with a 40.9% run-up.
- Max drawdown
- −0.5%
- Max run-up
- +40.9%
- Largest single-month move
- +2.2%
- 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 transports participants to the U.S. national housing market at the start of 2012, when the property sector was emerging from one of its deepest downturns in modern history. The scenario spans 30 monthly bars through April 2019, covering a critical recovery era in the 2010s. Six decision points are embedded throughout, two marked as critical, challenging participants to navigate a sustained but measured ascent under historically low volatility conditions.
The data reveals a steady climb from 309.55 to 434.06, delivering a 40.2% cumulative gain across the period. What stands out is the market's exceptional calm: maximum drawdown never exceeded 0.5%, and the largest single-bar move registered just 2.2%. This was not a dramatic parabolic rise but rather a grinding, consistent recovery that rewarded patience and tested conviction at every turn.
For decision training, this scenario exposes a counterintuitive truth about bull markets: low volatility creates its own psychological hazards. The temptation to overtrade, take premature profits, or second-guess a position that never "gets exciting" can be as damaging as reacting to dramatic crashes. Participants learn to maintain process discipline when the market offers no urgency, to respect risk management even when drawdowns are negligible, and to recognize that sustained booms demand the same rigorous framework as volatile environments.
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