US National (Case-Shiller, 2000+) Historical Replay: 2013-03 to 2015-08
Replay thirty monthly bars of the U.S. national Case-Shiller index from March 2013 through August 2015, when the close rose 18.2% from 147.95 to 174.91. Step through each decision point, navigate two critical moments, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2013-03 to 2015-08 · Property
Key facts
Peak-to-trough drawdown of 0.7% with a 18.2% run-up.
- Max drawdown
- −0.7%
- Max run-up
- +18.2%
- Largest single-month move
- +2.0%
- 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. national Case-Shiller home price index entered a sustained recovery phase in early 2013, building on the post-crisis lows of the previous decade. This replay scenario covers thirty monthly bars from March 2013 through August 2015, a period when housing was widely seen as the engine of economic recovery. Participants navigate six decision points, including two critical moments that test conviction and discipline in a market that, while trending higher, demanded careful risk management. The scenario places traders and analysts in the position of having to act on incomplete information, as monthly data releases only revealed the full picture after the fact.
The index rose from 147.95 to 174.91 over the thirty-month span, delivering an 18.2% total return. This masks a journey far calmer than the crisis years: the maximum drawdown recorded was just 0.7%, and the largest single monthly move was a modest 2.0%. The narrow volatility bands meant that position sizing and entry timing, rather than dramatic directional calls, determined whether participants captured or missed the steady appreciation. The low-stress environment was deceptive, however, as the two critical decision points required participants to either hold through brief uncertainty or adjust exposure under pressure.
For decision training, this replay illustrates that not all profitable periods demand heroic action. The 2010s housing recovery rewarded patience and disciplined rebalancing more than aggressive trading. Participants learn that in low-volatility trending markets, the greatest risk is often overtrading or underweighting the asset class entirely. The psychological challenge shifts from fear of loss to the subtler temptation of complacency when the drawdown is negligible. Navigating the two critical moments without abandoning a sound process is what separates constructive practice from wishful speculation.