San Francisco Historical Replay: 1991-03 to 1993-08
San Francisco's property market charted 30 monthly bars from 1991-03 to 1993-08, with a 6.2% max drawdown and just 1.0% as the largest single-bar move. Replay each day, navigate 6 decision points including 2 critical, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 1991-03 to 1993-08 · Property
Key facts
Peak-to-trough drawdown of 6.2% with a 3.0% run-up.
- Max drawdown
- −6.2%
- Max run-up
- +3.0%
- Largest single-month move
- +1.0%
- 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 Francisco's property market enters this replay as a study in contrasts. The scenario spans 30 monthly bars from March 1991 through August 1993, a period that sits squarely within the 1990s boom yet unfolded with surprising restraint. Participants face 6 decision points across this timeframe, including 2 critical junctures where market direction hung in the balance. The challenge here lies not in dramatic collapses or euphoric rallies, but in maintaining disciplined decision-making when the market presents muted signals and limited volatility.
The numbers reveal a market that delivered neither catastrophe nor triumph. Prices slipped from 69.56 to 67.63, a modest -2.8% decline over the full period. The maximum drawdown reached only 6.2%, and the largest single monthly move was a restrained 1.0%. This was a boom market that offered little justification for aggressive positioning, yet still demanded active engagement with six distinct decision moments where thoughtful responses could meaningfully impact outcomes.
This replay ultimately tests whether traders can maintain sound process when the market offers minimal feedback. With volatility compressed and price action subdued, the temptation to overthink or overtrade grows. The real lesson centers on recognizing that disciplined risk management and psychological equilibrium matter most when the stakes appear lowest. Navigating the 1990s property boom in San Francisco was not about surviving dramatic crashes but about avoiding self-inflicted wounds during periods of apparent calm. Participants learn that patience, systematic decision-making, and emotional control form the foundation for when true volatility eventually returns.