San Diego Historical Replay: 1993-03 to 1995-08
San Diego property prices drifted down 4.2% from March 1993 to August 1995 across 30 monthly bars. Replay this city-boom era decision by decision, navigate six decision points, and let the AI coach review your simulated choices.
30 monthly bars · 6 decision points · 1993-03 to 1995-08 · Property
Key facts
Peak-to-trough drawdown of 4.6% with a 2.3% run-up.
- Max drawdown
- −4.6%
- Max run-up
- +2.3%
- 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
In the early 1990s, San Diego's property market presented a challenging recovery environment following the recession of the early decade. Between March 1993 and August 1995, investors replaying this scenario faced 30 monthly bars of post-recession price action across a city-boom era. With six decision points embedded in the timeline—two marked as critical—what was truly at stake was not dramatic windfalls but the discipline required to navigate a market that refused to confirm the optimism of a recovery cycle. The 1990s context meant participants had exited one downturn and were managing capital through an uncertain stabilization phase where conviction could easily erode.
The data reveals a market that drifted lower rather than collapsed. San Diego property prices moved from 75.94 to 72.72, a decline of -4.2% over the full replay window. The maximum drawdown recorded was 4.6%, while the largest single-bar move measured just 1.0%. These are not the statistics of crisis but of quiet erosion—a market meandering sideways to downward through a subdued volatility regime. The compressed single-bar range meant that no single monthly close would have signaled alarm, yet the cumulative pressure of repeated small losses tested the endurance of even patient participants.
This scenario sharpens decision training around three core themes. First, process discipline: navigating a -4.2% drift without abandoning a sound framework requires accepting that not every period rewards aggression. Second, risk calibration: a 4.6% drawdown and 1.0% monthly swings demand position sizing that survives quiet markets, not just volatile ones. Third, psychological endurance: six decision points across 30 bars reward the participant who maintains analytical rigor when the market offers no vivid catalyst. Replay this era to learn whether your decisions hold together when the story is slow and the numbers are modest.
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