Seattle Historical Replay: 1992-03 to 1994-08
Replay Seattle's property market across 30 monthly bars from March 1992 to August 1994, watching a measured 8.7% climb with only a 0.8% drawdown. You work through 6 decision points (2 critical) day by day, then receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 1992-03 to 1994-08 · Property
Key facts
Peak-to-trough drawdown of 0.8% with a 9.0% run-up.
- Max drawdown
- −0.8%
- Max run-up
- +9.0%
- Largest single-month move
- +1.7%
- 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
The scenario drops you into Seattle's property market in the early 1990s, a period of measured recovery following the decade's opening turbulence. Across 30 monthly bars from March 1992 through August 1994, you face a market climbing back from recession—cautious investors and cautious price action defining the environment. The stakes center on whether you can navigate a recovery phase without succeding to either complacency or excessive caution.
The market delivered an 8.7% gain over the full span, closing at 71.93 from an opening of 66.18. What stands out is the composure of this advance: the maximum drawdown measured just 0.8%, and the largest single monthly move reached only 1.7%. Across 6 decision points—2 of them critical—you must decide when to hold, adjust, or step back. The data span covers part of the 1990s decade, and the quiet rhythm of monthly bars rewards those who resist the urge to overtrade.
This replay is a study in navigating low-volatility recovery. With minimal price swings and a gentle upward drift, the temptation is to either chase small moves or grow restless waiting for bigger opportunities. The lesson centers on process discipline: in markets where the largest single-bar move barely exceeds typical transaction costs, position sizing and drawdown tolerance matter more than timing. The 0.8% maximum drawdown offers a reference point for calibrating stop-loss discipline, while the two critical decision points test whether you stay systematic when the environment lacks urgency.
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