San Francisco Historical Replay: 1989-03 to 1991-08
Replay San Francisco property markets across 30 monthly bars from 1989-03 to 1991-08, navigating a 7.6% drawdown. Work through 6 decision points as you replay each historic day, then receive an AI coach review of your choices. Simulated capital, educational use only.
30 monthly bars · 6 decision points · 1989-03 to 1991-08 · Property
Key facts
Peak-to-trough drawdown of 7.6% with a 16.3% run-up.
- Max drawdown
- −7.6%
- Max run-up
- +16.3%
- Largest single-month move
- +2.5%
- 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 San Francisco property market replay from 1989-03 to 1991-08 unfolds across 30 monthly bars, immersing participants in a period when regional housing markets faced severe stress from the Savings and Loan crisis. This era, spanning the tail end of the 1980s and the early years of the 1990s, tested the resilience of investors and highlighted the interconnected risks facing urban real estate. For decision-training purposes, this scenario offers a structured environment to practice discipline when markets signal distress.
The data reveals a market that ultimately delivered a 10.6% return, with prices moving from 64.64 to 71.52. Yet the journey was marked by turbulence: a maximum drawdown of 7.6% tested portfolio values, while the largest single monthly move of 2.5% demanded composure under pressure. Participants navigated six decision points, including two critical junctures where directional conviction or defensive repositioning could have meaningfully influenced outcomes.
This replay teaches that process matters more than outcome when training decision skills. The 7.6% drawdown illustrates how temporary losses can coexist with positive net results, reinforcing the danger of reactive selling during normal volatility. The presence of two critical decision points reminds participants that conviction and risk calibration must evolve as the market reveals its character. Psychological discipline—resisting the urge to exit during drawdowns or overextend near peaks—separates deliberate practice from passive observation of historical data.
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