San Diego Historical Replay: 1994-04 to 1996-09
Replay San Diego's property market across 30 monthly bars from April 1994, navigating a 5.2% drawdown in this educational scenario. You make six decision points, face two critical calls, and receive an AI coach review using simulated capital only.
30 monthly bars · 6 decision points · 1994-04 to 1996-09 · Property
Key facts
Peak-to-trough drawdown of 5.2% with a 2.0% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +2.0%
- 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
The San Diego property market in the early 1990s presented a nuanced challenge for market participants navigating a period of modest price compression. This historical replay spans 30 monthly bars from April 1994 through September 1996, capturing a segment of the 1990s property cycle where the broader economic landscape was transitioning through post-recession normalization. Participants entered a market characterized by subdued volatility, where maintaining discipline required careful calibration between patience and prudent risk management.
What unfolded across this 30-bar span was a measured contraction: the market closed at 72.23, down 1.9% from an opening of 73.62. The journey proved more instructive than the destination, however, as participants weathered a maximum drawdown of 5.2% while encountering the largest single-month move of just 1.0%. Six decision points punctuated this period, with two emerging as critical junctures where directional conviction and risk positioning would define outcomes. The compressed volatility profile meant that position sizing and timing discipline carried disproportionate weight in determining results.
This replay distills essential lessons for decision training: in sideways or mildly negative markets, process discipline trumps outcome chasing. The 5.2% drawdown, though contained, tests emotional resilience and reinforces the need for pre-defined exit rules and sizing discipline. Participants learn to differentiate between noise and genuine trend shifts, recognizing that the 1.0% largest monthly move illustrates how markets can compress significant directional information into modest price adjustments. The psychological dimension here is paramount—staying systematic when rewards are sparse builds the muscle memory needed for higher-volatility environments.
Featured in the archive