San Diego Historical Replay: 1996-03 to 1998-08
Replay San Diego's property market across 30 monthly bars from 1996-03 to 1998-08, watching the index climb 22.2% on calm volatility. Walk through 6 decision points—including 2 critical ones—day by day in simulated capital, then receive an AI coach review of every call.
30 monthly bars · 6 decision points · 1996-03 to 1998-08 · Property
Key facts
Peak-to-trough drawdown of 0.7% with a 22.2% run-up.
- Max drawdown
- −0.7%
- Max run-up
- +22.2%
- Largest single-month move
- +1.8%
- 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
By early 1996, San Diego's property market had put the turbulence of the early 1990s behind it and entered a quiet phase of recovery. Over the next thirty months, the index moved from 71.22 to 87.05, delivering a cumulative return of 22.2% with remarkable smoothness. The deepest drawdown measured just 0.7%, and no single monthly bar exceeded a 1.8% swing. Six decision points were embedded in this ascent, two of them critical moments where directional conviction truly mattered. This was not a boom that announced itself loudly; it was a steady, almost monotone climb that rewarded patience and disciplined process.
What unfolded across those 30 monthly bars tested a different kind of skill than crash or bubble scenarios. With volatility this subdued, the temptation was to coast, to let positions run without questioning whether the structural case remained sound. The market never gave dramatic reasons to act, yet the two critical decision points still demanded clear-eyed evaluation of momentum against valuation. One wrong call in either direction could mean missing a third of the total return or absorbing unnecessary drawdown in an environment where loss was genuinely optional.
For decision training, this period isolates the psychology of tranquil markets. When risk is low and the trend is obvious, process discipline erodes quietly rather than dramatically. Navigating the San Diego climb required maintaining structured entry and exit rules, proper position sizing, and the ability to distinguish genuine trend continuation from the comfort of a smooth ride. The lesson is not that calm markets are easy; it is that the absence of drama tests whether a trader's methodology survives frictionless environments without supervision.