San Francisco Historical Replay: 1994-04 to 1996-09
Replay a San Francisco property boom across 30 monthly bars from April 1994 to September 1996, with prices edging up 2.1% and a 3.6% drawdown. Walk through each authentic day, face six decision points including two critical ones, and receive an AI coach review.
30 monthly bars · 6 decision points · 1994-04 to 1996-09 · Property
Key facts
Peak-to-trough drawdown of 3.6% with a 3.8% run-up.
- Max drawdown
- −3.6%
- Max run-up
- +3.8%
- 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 Francisco property market in the early-to-mid 1990s presented a nuanced trading environment. Over 30 monthly bars spanning April 1994 to September 1996, prices moved within a modest range that rewarded careful position management over aggressive speculation. This period, classified as a boom scenario, demanded traders navigate a market where steady appreciation coexisted with periodic pullbacks. The core challenge was not identifying dramatic trends, but rather maintaining discipline through incremental price fluctuations and managing risk during the inevitable reversals that accompanied even the most favorable conditions.
Price action across these 30 months revealed a market that edged upward by 2.1%, closing at 68.43 from an opening of 67.05. The largest single-bar move measured just 1.0%, reflecting a contained volatility profile. Yet the maximum drawdown of 3.6% served as a reminder that even gentle uptrends carry downside exposure. Six decision points punctuated this period, with two critical nodes demanding participants demonstrate conviction under uncertainty. The narrow margin between cumulative gain and peak retracement made every entry and exit choice consequential.
This replay illuminates the psychological demands of choppy, range-bound markets. Participants must confront the temptation to overtrade in low-volatility environments and resist premature exits when drawdowns test their conviction. The scenario emphasizes that process discipline—sticking to pre-defined risk parameters—matters more than outcome prediction. By replaying this authentic 1990s boom, learners develop the patience and systematic thinking required to navigate markets where slow, grinding progress masks underlying complexity.
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