San Diego Historical Replay: 1992-03 to 1994-08
Replay 30 monthly bars from 1992-03 to 1994-08 in a San Diego property boom, navigating an 8.7% drawdown and 6 decision points. Walk the timeline day by day, face each critical juncture, and 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 8.7% with a 2.3% run-up.
- Max drawdown
- −8.7%
- 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 entered a boom phase in early 1992, emerging from the previous year's recessionary downturn. This replay covers 30 monthly bars from March 1992 through August 1994, a period when investors faced the delicate task of identifying genuine recovery signals amid lingering economic uncertainty. Six decision points punctuate the timeline—including two critical junctures where directional conviction would be tested—creating a framework for participants to practice disciplined position management in a recovering urban market.
The price trajectory tells a story of cautious optimism: the index closed at 74.75, down -6.5% from its 79.98 opening, while navigating an 8.7% maximum drawdown along the way. The largest single monthly move of just 1.4% reveals a market characterized by restrained volatility rather than explosive swings, despite the boom classification. This combination of modest overall decline, meaningful intra-period stress, and limited directional momentum created a challenging environment where patience and process discipline were essential.
This replay sharpens decision-training skills across three dimensions. Process-wise, participants must establish entry and exit criteria before market conditions reveal their character, not after. Risk-wise, navigating an 8.7% drawdown without abandoning a sound thesis tests position sizing discipline and stress tolerance. Psychologically, maintaining objectivity during modest losses while waiting for confirmation requires emotional regulation that separates long-term practitioners from reactive traders.
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