US National (Case-Shiller, 2000+) Historical Replay: 2014-04 to 2016-09
Replay a 30-month stretch of the US national Case-Shiller 2000+ index climbing from a 162.95 close toward 183.93, a 12.9% advance with just 0.7% max drawdown. You walk through each monthly bar, face 6 decision points, and receive an AI coach review using simulated capital.
30 monthly bars · 6 decision points · 2014-04 to 2016-09 · Property
Key facts
Peak-to-trough drawdown of 0.7% with a 12.9% run-up.
- Max drawdown
- −0.7%
- Max run-up
- +12.9%
- Largest single-month move
- +1.1%
- 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 replay covers the US national Case-Shiller 2000+ index from April 2014 to September 2016, a 30-month stretch unfolding across the 2010s housing market. This was a period when the broader economy had recovered from the subprime crisis, and property valuations were grinding steadily higher without the speculative fervor of earlier boom years. Participants enter this scenario to experience how disciplined decision-making plays out when markets reward patience rather than bold directional bets.
Over the course of 30 monthly bars, the index advanced from a close of 162.95 to 183.93, delivering a total return of 12.9%. The journey was remarkably smooth, with a maximum drawdown of just 0.7% and a largest single-bar move of only 1.1%. Six decision points are embedded throughout, two of them flagged as critical moments where positioning choices carry heightened consequence. The low volatility profile meant that timing pressure was subtle rather than acute, yet every checkpoint still demanded a reasoned response.
For decision training, this scenario is valuable because it strips away dramatic crisis conditions and forces attention on process. In a trending but muted market, the real skill is avoiding premature exits during minor pullbacks, resisting the urge to over-leverage modest signals, and maintaining position integrity across a drawdown that never exceeds 0.7%. The psychological lesson is that quiet appreciation tests conviction differently than volatile swings, rewarding those who have calibrated their risk tolerance to sustained, grinding advances rather than dramatic reversals.