San Francisco Historical Replay: 1990-03 to 1992-08
Replay a San Francisco property downturn from March 1990 to August 1992, closing down 5.3% over 30 monthly bars. Step through each historic bar, make choices at six decision points, and receive AI coach feedback in this simulated, educational exercise.
30 monthly bars · 6 decision points · 1990-03 to 1992-08 · Property
Key facts
Peak-to-trough drawdown of 8.0% with a 3.0% run-up.
- Max drawdown
- −8.0%
- Max run-up
- +3.0%
- 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.
Related scenarios
- US 10-City Composite Historical Replay: 1990-03 to 1992-081990 · Lv.2
- San Diego Historical Replay: 1990-03 to 1992-081990 · Lv.2
- New York Historical Replay: 1990-03 to 1992-081990 · Lv.2
- Boston Historical Replay: 1990-03 to 1992-081990 · Lv.2
- Atlanta Historical Replay: 1991-01 to 1993-061991 · Lv.1
- Canada National (BIS) Historical Replay: 1990-07 to 1997-101990 · Lv.3
Event Replay
What happened — and what it teaches
In the early 1990s, San Francisco's property market faced headwinds from a broad economic recession that had begun rolling through the American economy. For investors and market participants navigating this period, the stakes were significant: preserving capital, understanding downside risk, and deciding when—or whether—to hold positions through deteriorating conditions. This replay spans 30 monthly bars from March 1990 through August 1992, placing participants directly into the decision-making environment of that era.
Over the full period, San Francisco property prices drifted from 73.5 to 69.64, representing a modest decline of 5.3%. Yet this headline figure obscures more turbulent underlying dynamics. The maximum drawdown reached 8.0%, meaning peak-to-trough losses exceeded the final outcome considerably. The largest single monthly move was just 1.5%, suggesting a slow grind rather than sudden crashes. Participants encountered six decision points—two deemed critical—testing their ability to respond to evolving conditions without the benefit of hindsight.
This scenario cultivates disciplined decision processes under uncertainty. The 8.0% maximum drawdown versus the final 5.3% loss illustrates how markets can recover partially, rewarding those who maintain structured risk management rather than panic-exiting at lows. With moves capped at 1.5% monthly, the lesson centers on patience and position sizing rather than timing dramatic crashes. Navigating six decision points—half critical—trains participants to distinguish routine adjustments from moments requiring significant response, building the judgment that serves decision-makers across market environments.
Featured in the archive