US National (Case-Shiller, 2000+) Historical Replay: 1989-03 to 1991-08
Replay 30 monthly bars of the US national Case-Shiller index from March 1989 to August 1991, navigating a 3.1% drawdown across six decision points. Step through the crisis day by day, weigh each call, and receive an AI coach review of your simulated property decisions.
30 monthly bars · 6 decision points · 1989-03 to 1991-08 · Property
Key facts
Peak-to-trough drawdown of 3.1% with a 4.2% run-up.
- Max drawdown
- −3.1%
- Max run-up
- +4.2%
- Largest single-month move
- −0.7%
- 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 US national Case-Shiller index replay spans March 1989 to August 1991, capturing 30 monthly bars during the Savings and Loan crisis when regional housing markets faced severe stress. Investors entering this scenario navigated the tail end of the 1980s into the early 1990s, a period when property valuations carried contagion risk from bank failures and declining commercial real estate. The setup presents a market where apparent stability masked underlying fragility.
The index closed at 76.59, rising from an opening of 74.41 for a total return of 2.9%. Yet this modest gain masked turbulence: the maximum drawdown reached 3.1% while the largest single monthly move was just 0.7%. With 6 decision points across the replay, including 2 deemed critical, participants faced repeated choices about position sizing and exit timing in an environment where the downside, though contained, demanded active management.
This replay teaches that crisis periods often deliver muted returns wrapped in elevated uncertainty. The 3.1% drawdown tested discipline without catastrophic loss, while the 0.7% largest move reminded participants that volatility clusters quietly. Navigating the two critical decision points required separating noise from signal, and the narrow margin between entry and exit underscored how process discipline matters more than prediction in historically complex environments.
Featured in the archive