US 20-City Composite Historical Replay: 2000-01 to 2002-06
Replay 30 monthly bars from January 2000 to June 2002 covering the US 20-City Composite, which climbed 27.8% as the property bubble inflated. Work through six decision points, including two critical ones, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2000-01 to 2002-06 · Property
Key facts
Peak-to-trough drawdown of 0.1% with a 27.8% run-up.
- Max drawdown
- −0.1%
- Max run-up
- +27.8%
- Largest single-month move
- +1.6%
- 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
In early 2000, the US housing market was entering a period that would later become infamous. This replay covers the US 20-City Composite index from January 2000 to June 2002—a span of 30 monthly bars that captured the opening chapter of the property bubble. Participants face six decision points, including two critical ones, as they navigate what would prove to be the early stages of a sustained price acceleration.
The index climbed from 100 to 127.82, delivering a 27.8% gain over the period. Remarkably, the maximum drawdown was just 0.1%, and the largest single monthly move reached only 1.6%. This combination of solid gains with minimal volatility and tiny setbacks created an environment that rewarded optimism and punished caution—exactly the psychology that sustains bubble dynamics.
For decision training, this scenario exposes the trap of confusing smooth sailing with sound positioning. A 0.1% max drawdown tests whether participants will over-leverage or maintain discipline when the market offers no obvious reasons for caution. The two critical decision points force participants to choose between taking profits early or staying exposed to what could become a much larger move. It teaches that low volatility in an early bubble phase can be seductive, and that process—not recent returns—should govern sizing and exit decisions.