US National (Case-Shiller, 2000+) Historical Replay: 2017-05 to 2019-10
Replay the U.S. national Case-Shiller index across 30 monthly bars from May 2017 to October 2019, with the close rising only 11.2% from 190.51 to 211.93. Walk through six decision points decision-by-decision, submit your calls, and receive an AI coach review, simulated and educational.
30 monthly bars · 6 decision points · 2017-05 to 2019-10 · Property
Key facts
Peak-to-trough drawdown of 0.6% with a 11.2% run-up.
- Max drawdown
- −0.6%
- Max run-up
- +11.2%
- Largest single-month move
- +1.0%
- 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 replay centers on the U.S. national Case-Shiller home price index from May 2017 to October 2019, spanning 30 monthly bars across the 2010s. This period followed years of post-financial-crisis monetary accommodation, as the Federal Reserve began normalizing policy. Participants faced a market that offered neither dramatic crashes nor explosive rallies, requiring them to navigate a slow, policy-driven grind in residential real estate values.
The index closed at 211.93, up from an opening of 190.51—a gain of 11.2% over the full span. What distinguished this replay was extreme calm: maximum drawdown measured just 0.6%, while the largest single monthly move reached only 1.0%. Such tight ranges tested whether traders could maintain discipline when the market offered neither obvious entry points nor urgent exit signals.
Six decision points, two marked critical, forced participants to commit to calls in the absence of volatility. The core lesson: low-volatility environments reward patience and process over aggressive positioning. Calibrating expectations, avoiding overtrading, and respecting market conditions rather than projecting narrative onto quiet price action emerged as the distinguishing skills. This replay teaches that not every period demands bold bets—sometimes the discipline to hold steady is the decision that matters most.