Seattle Historical Replay: 1990-01 to 1992-06
Replay Seattle's regional property market from January 1990 to June 1992, watching the index climb from 58.23 to 67.9 across 30 monthly bars. Navigate 6 decision points, including 2 critical ones, with day-by-day guidance and AI coach feedback in a simulated educational environment.
30 monthly bars · 6 decision points · 1990-01 to 1992-06 · Property
Key facts
Peak-to-trough drawdown of 6.0% with a 17.8% run-up.
- Max drawdown
- −6.0%
- Max run-up
- +17.8%
- Largest single-month move
- +4.5%
- 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.
Related scenarios
- US 10-City Composite Historical Replay: 1989-03 to 1991-081989 · Lv.1
- San Diego Historical Replay: 1989-03 to 1991-081989 · Lv.2
- San Francisco Historical Replay: 1989-03 to 1991-081989 · Lv.2
- New York Historical Replay: 1989-03 to 1991-081989 · Lv.2
- Boston Historical Replay: 1989-03 to 1991-081989 · Lv.2
- Minneapolis Historical Replay: 1989-01 to 1991-061989 · Lv.1
Event Replay
What happened — and what it teaches
The early 1990s marked a turbulent chapter for regional U.S. real estate. The aftermath of the Savings and Loan crisis had constrained credit across the country, and Seattle's property market navigated uncertainty while economic recovery remained uneven. Trainees entering this scenario face a market environment shaped by bank failures, shifting monetary policy, and regional employment concerns—a setting where confidence could shift quickly and opportunities hid within volatility.
The 30 monthly bars from January 1990 to June 1992 chart a recovery path: the index rose from 58.23 to 67.9, delivering a 16.6% gain. Beneath this surface trend lay turbulence—a maximum drawdown of 6.0% and a largest single-bar move of 4.5%. These figures capture the hesitation and momentum that defined the period, demanding careful attention to position sizing and timing.
Six decision points punctuate this replay, two deemed critical, forcing participants to act with incomplete information. The scenario teaches that disciplined process—not prediction—governs survival in uncertain markets. Managing drawdown, resisting the urge to chase momentum, and respecting historical context separate thoughtful execution from reactive gambling. This is decision training: understanding that each market teaches different lessons about risk and patience.