US National (FHFA, 1975Q1+) Historical Replay: 2013-01 to 2020-04
Replay a 30-month U.S. national housing rebound from 2013 to 2020, tracking a 43.3% climb to 453.17. Step through each monthly bar, tackle 6 decision points including 2 critical ones, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2013-01 to 2020-04 · Property
Key facts
- Max run-up
- +43.3%
- 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 scenario replays the U.S. national housing market rebound from January 2013 through April 2020. Spanning 30 monthly bars across the 2010s and into the 2020s, it captures a historic post-crisis recovery in which lingering uncertainty from the subprime collapse gradually gave way to sustained appreciation. Participants face the task of navigating a market that defied many skeptics who expected further downside.
Over this 30-month span, the index rose steadily from 316.24 to 453.17, a total return of 43.3%. Remarkably, the max drawdown registered 0.0%, and the largest single-bar move measured just 2.2%. This produced an almost uninterrupted climb with no meaningful corrections, rewarding those who stayed invested while testing the patience of those waiting for a pullback that never arrived.
The scenario presents 6 decision points including 2 critical ones, forcing participants to act under conditions of low volatility and high persistence. The lesson is not about finding hidden opportunities but about managing the psychological discomfort of a smooth trend where conventional risk-management triggers rarely fire. Success depends on disciplined process over impulse, and on recognizing that extended stability can mask latent vulnerabilities even when the data shows none yet.
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