US National (FHFA, 1975Q1+) Historical Replay: 2013-07 to 2020-10
Replay 30 monthly bars of the U.S. national FHFA property index from 2013-07 to 2020-10, a 44.7% climb with zero drawdown. Walk through each decision point, feel the 2.2% swing pressure, and receive an AI coach review, simulated capital only.
30 monthly bars · 6 decision points · 2013-07 to 2020-10 · Property
Key facts
- Max run-up
- +44.7%
- 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.
Related scenarios
- US National (Case-Shiller, 2000+) Historical Replay: 2013-10 to 2016-032013 · Lv.2
- US National (FHFA, 1975Q1+) Historical Replay: 2013-10 to 2021-012013 · Lv.3
- Bulgaria National (BIS) Historical Replay: 2013-07 to 2020-102013 · Lv.3
- Norway National (BIS) Historical Replay: 2013-07 to 2020-102013 · Lv.3
- Hungary National (BIS) Historical Replay: 2013-07 to 2020-102013 · Lv.4
- US National (Case-Shiller, 2000+) Historical Replay: 2013-03 to 2015-082013 · Lv.3
Event Replay
What happened — and what it teaches
This replay drops you into the U.S. national FHFA property index from July 2013 through October 2020—a 30-bar journey spanning the 2010s and 2020s. The scenario immerses you in a sustained boom phase with simulated capital, asking how you would navigate each decision point across nearly seven and a half years of monthly data. Six decision points are embedded, two flagged as critical, creating a structured training environment where every entry and exit carries educational weight.
The index climbed steadily from 325.59 to 471.28, delivering a 44.7% cumulative return across those 30 monthly bars. What stands out most is the absence of drawdown—the max drawdown remained 0.0% throughout the entire period. The largest single-bar move measured just 2.2%, indicating relatively modest monthly volatility even within a powerful uptrend. This was not a dramatic parabolic surge but a grinding, consistent advance that tested patience and conviction over time.
For decision training, this scenario emphasizes process discipline in a forgiving but instructive environment. The zero drawdown backdrop removes the stress of holding through losses, allowing you to focus on entry timing and conviction sizing. Yet the 2.2% monthly swings still demand attention, and the six decision points—including two critical moments—require you to commit to positions without hindsight bias. The lesson: sustained booms reward process over prediction, and even modest volatility demands psychological preparation.