Seattle Historical Replay: 1995-03 to 1997-08
Replay Seattle's 1995–1997 property boom across 30 monthly bars, where prices climbed 14.4% with only a 1.0% max drawdown. Step through six decision points, face two critical calls, and receive an AI coach review—simulated capital, educational only.
30 monthly bars · 6 decision points · 1995-03 to 1997-08 · Property
Key facts
Peak-to-trough drawdown of 1.0% with a 14.6% run-up.
- Max drawdown
- −1.0%
- Max run-up
- +14.6%
- Largest single-month move
- +1.9%
- 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.
Related scenarios
- US 10-City Composite Historical Replay: 1995-04 to 1997-091995 · Lv.2
- New York Historical Replay: 1995-04 to 1997-091995 · Lv.2
- Boston Historical Replay: 1995-04 to 1997-091995 · Lv.2
- Minneapolis Historical Replay: 1995-04 to 1997-091995 · Lv.2
- Atlanta Historical Replay: 1995-04 to 1997-091995 · Lv.2
- San Diego Historical Replay: 1995-04 to 1997-091995 · Lv.1
Event Replay
What happened — and what it teaches
The replay transports participants to Seattle's property market spanning 1995-03 to 1997-08, a 30-month window that captured the early momentum of 1990s tech-driven growth in the Pacific Northwest. Six decision points awaited, with two designated as critical calls that would separate disciplined runners from reactive ones. The core tension: a market offering steady appreciation with remarkably contained downside, demanding participants balance conviction with prudent position sizing.
The market delivered a steady climb from 71.44 to 81.72, representing a 14.4% cumulative gain. This was not a straight line—participants encountered a 1.9% single-bar move as the largest disruption—but the 1.0% maximum drawdown underscored how tame volatility remained. The 30 monthly bars painted a picture of grinding, consistent appreciation rather than explosive volatility, rewarding those who maintained systematic exposure through minor fluctuations.
For decision training, the scenario illustrates how compressed drawdowns during uptrends test a trader's psychological stamina as much as their analytical framework. Participants must practice resisting the impulse to overmanage positions when the market offers few natural exit signals. The two critical decision points become rehearsals for conviction under uncertainty—learning whether to add, hold, or reduce when evidence remains ambiguous and momentum provides the only tailwind.