US 10-City Composite Historical Replay: 2002-08 to 2005-01
Replay the U.S. 10-city housing index from August 2002 through January 2005, a 30-month window where prices climbed 43.1%. Walk through each monthly bar, tackle 6 decision points including 2 critical ones, and receive an AI coach review in a simulated educational environment.
30 monthly bars · 6 decision points · 2002-08 to 2005-01 · Property
Key facts
- Max run-up
- +43.1%
- Largest single-month move
- +1.9%
- 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 U.S. 10-city composite housing index enters our replay window in August 2002, kicking off a 30-month journey through one of the most remarkable sustained rallies in residential real estate history. This period falls squarely within the broader 2000s bubble, when easy credit, loose lending standards, and speculative fever transformed housing into what many called a can't-lose investment. Six decision points punctuate the scenario, including two critical junctures where directional conviction would have been tested. Participants must navigate monthly bars while managing the psychological weight of a market that simply kept climbing.
What unfolds across the 30 monthly bars is a study in steady appreciation with remarkably subdued volatility. The index advances from 135.95 to 194.6, delivering a total return of 43.1%. The max drawdown registers at 0.0%, meaning the market never posted a meaningful retreat during this stretch. The largest single-bar move amounts to just 1.9%, underscoring how gradual and grinding the ascent proved to be. There were no sharp reversals, no panic selling, no dramatic buying climaxes—just relentless, quiet appreciation month after month.
For decision training, this scenario exposes the psychological hazards of trending markets. A drawdown-free environment lulls participants into complacency, reinforcing the narrative that prices only go up. The challenge lies in maintaining disciplined position sizing and pre-defined exit logic when the market offers no corrective signals to trigger them. Two critical decision points force participants to commit to directional views under uncertainty. The scenario ultimately teaches that absence of volatility is not absence of risk, and that process discipline matters most when the environment feels easiest.