San Diego Historical Replay: 1991-03 to 1993-08
Replay 30 months of San Diego property history from March 1991 to August 1993, navigating a 9.5% drawdown across 6 decision points. You make the calls day-by-day, then receive an AI coach review of your simulated market reasoning.
30 monthly bars · 6 decision points · 1991-03 to 1993-08 · Property
Key facts
Peak-to-trough drawdown of 9.5% with a 2.3% run-up.
- Max drawdown
- −9.5%
- Max run-up
- +2.3%
- Largest single-month move
- −1.4%
- 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 property market in the early 1990s offers a concentrated lesson in navigating uncertain recovery periods. This replay spans 30 monthly bars from March 1991 to August 1993, a timeframe when the US property sector was emerging from recession while facing persistent headwinds. Investors entering this period faced a fundamental question: when does a market signal genuine recovery, and when does it merely offer a temporary rebound before resuming decline? The stakes were concrete—positions made wrong could mean prolonged exposure to capital erosion in a market that offered no obvious safe haven.
The outcome over this 30-month span proved sobering. Prices fell from 80.89 to 74.71, representing a -7.6% decline. The journey was equally instructive: a maximum drawdown of 9.5% tested conviction, while the largest single-bar move of just 1.4% revealed a market characterized by grinding, incremental pressure rather than dramatic crashes. Across six decision points—two deemed critical—participants had repeated opportunities to adjust positions, reduce exposure, or stand firm based on their read of evolving signals.
The core training value lies not in predicting direction but in managing process under ambiguity. Participants must practice distinguishing between temporary setbacks and structural shifts, sizing positions to survive the maximum drawdown, and maintaining psychological discipline when every bar confirms the market is moving against them. The lesson: survival in choppy recovery phases requires accepting that being right about eventual direction matters little if volatility breaks your position before the thesis unfolds.