San Diego Historical Replay: 1990-03 to 1992-08
Replay San Diego's property market from 1990-03 to 1992-08, a 30-month stretch that delivered a 7.2% max drawdown. You step through each monthly bar, face six decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 1990-03 to 1992-08 · Property
Key facts
Peak-to-trough drawdown of 7.2% with a 2.3% run-up.
- Max drawdown
- −7.2%
- Max run-up
- +2.3%
- Largest single-month move
- −1.5%
- 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
San Diego's residential property market entered a testing phase in early 1990, as the broader US economy slipped into recession. From March 1990 through August 1992, participants navigate a 30-month monthly replay that captures a city still adjusting to post-boom realities. The scenario distills six decision points, two of them critical, into a structured training arc where every simulated choice is reviewed by an AI coach. The stakes are clear: how to read deteriorating conditions without the benefit of hindsight.
Over the full 30-bar span, the close price drifted from 84.43 to 79.8, a modest decline of -5.5%. Yet the journey was bumpier than the net number suggests. The market carved out a max drawdown of 7.2% and recorded its largest single monthly move at 1.5%. These figures illustrate that even a relatively flat headline outcome can hide pockets of acute volatility, demanding constant recalibration of position sizing and risk exposure.
For decision training, this replay forces participants to confront two distinct challenges: timing and loss tolerance. The six decision points strip away the comfort of aggregate data, asking traders and analysts to act month by month on incomplete information. The 7.2% max drawdown becomes a psychological benchmark, testing whether a participant can stay disciplined when the market dips beyond comfort levels. By replaying this specific 1990s downturn, users sharpen the habit of separating process from outcome—a skill that transfers far beyond any single market cycle.
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