San Diego Historical Replay: 1995-03 to 1997-08
Replay a 30-month San Diego property cycle from March 1995 to August 1997, where prices edged up only 4.6% and a 2.1% drawdown tested conviction. Walk through 6 decision points with simulated capital, two of them critical, and receive an AI coach review of your calls.
30 monthly bars · 6 decision points · 1995-03 to 1997-08 · Property
Key facts
Peak-to-trough drawdown of 2.1% with a 6.3% run-up.
- Max drawdown
- −2.1%
- Max run-up
- +6.3%
- Largest single-month move
- +1.3%
- 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 early 1996, San Diego's property market presented a study in restrained optimism during a broader technological boom. This historical replay spans 30 monthly bars from March 1995 to August 1997, placing participants in a market where the prevailing narrative suggested opportunity, yet price action remained deliberately subdued. With six decision points embedded across the period—two positioned as critical junctures—players must navigate conviction versus caution in a market that refused to move dramatically in either direction.
The aggregate outcome tells a story of patient capital: the index closed at 75.73 against an opening of 72.41, delivering a total return of 4.6%. Yet this modest appreciation came with characteristic turbulence—a maximum drawdown of 2.1% tested resolve at the worst moment, while the largest single monthly swing reached only 1.3%. For a period tagged with boom and volatility attributes, the numbers reveal a market that offered neither spectacular gains nor catastrophic losses, instead rewarding those who managed position sizing and emotional responses rather than directional bravado.
This San Diego replay excels as a decision-training vehicle because it strips away the drama of extremes. Participants confronting a 2.1% drawdown must decide whether to hold, reduce, or add—choices that expose risk tolerance and process discipline. The scarcity of dramatic price moves forces attention on the quality of analysis preceding each decision point rather than on reactive trading during volatility spikes. Completing the cycle without significant capital impairment, while maintaining engagement through six checkpoints, builds the habit of methodical evaluation that separates repeatable strategy from fortunate guesswork.