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US National (FHFA, 1975Q1+) Historical Replay: 2013-10 to 2021-01

PropertyNational IndexUSBoom2013-10 to 2021-01Difficulty 3/5FreeView charts

Replay 30 monthly bars of US national home prices from 2013-10 to 2021-01, watching the index climb 47.1% with zero drawdown. Step through decision points, face 2 critical calls, and receive an AI coach review of your choices.

30K lines
6Decision points
3Difficulty
monthlyGranularity

30 monthly bars · 6 decision points · 2013-10 to 2021-01 · Property

Key facts

Max run-up
+47.1%
Largest single-month move
+2.4%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 US national housing market enters a remarkable recovery phase from October 2013 through January 2021, spanning 30 monthly bars that cover the 2010s and 2020s. This historical replay captures a critical chapter in American property markets, where the FHFA national home price index climbed from post-crisis levels. Participants face 6 decision points, including 2 critical calls that test their ability to navigate an unambiguous uptrend. The zero drawdown environment challenges conventional risk management assumptions and forces traders to confront the psychological discomfort of compounding gains without visible setbacks.

The index rose from 328.17 to 482.7, delivering a 47.1% cumulative return over the period. The largest single-bar move reached just 2.4%, reflecting remarkable price stability despite years of continuous appreciation. This steady ascent contrasts sharply with the volatile equity markets of the same era, demonstrating how institutional-quality price action can persist quietly beneath the surface of daily financial news.

The scenario teaches that bull markets rarely announce themselves clearly, and the absence of drawdown can paradoxically increase decision anxiety. Trainees must practice maintaining conviction when the market offers no visible danger signals, while developing protocols for when the eventual reversal arrives. The 2 critical decision points strip away the comfort of intermediate pullbacks, forcing participants to choose between holding through uncertainty or locking in gains prematurely. This recovery boom rewards process discipline over prediction accuracy.