Seattle Historical Replay: 1996-03 to 1998-08
Replay Seattle's property market from March 1996 to August 1998, where close rose 23.5% over 30 monthly bars with only a 0.5% drawdown. Step through each decision point day by day and receive an AI coach review of your simulated choices for educational insight.
30 monthly bars · 6 decision points · 1996-03 to 1998-08 · Property
Key facts
Peak-to-trough drawdown of 0.5% with a 23.5% run-up.
- Max drawdown
- −0.5%
- Max run-up
- +23.5%
- 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: 1996-03 to 1998-081996 · Lv.2
- San Diego Historical Replay: 1996-03 to 1998-081996 · Lv.3
- San Francisco Historical Replay: 1996-03 to 1998-081996 · Lv.3
- Phoenix Historical Replay: 1996-03 to 1998-081996 · Lv.2
- Minneapolis Historical Replay: 1996-03 to 1998-081996 · Lv.2
- New York Historical Replay: 1996-03 to 1998-081996 · Lv.2
Event Replay
What happened — and what it teaches
The Seattle property market replay spans March 1996 to August 1998, covering 30 monthly bars in the heart of the 1990s boom. This was a period when urban real estate was attracting renewed institutional interest, and participants faced the challenge of positioning themselves in a market that was quietly gaining momentum without clear signals of acceleration. Each decision point asked whether to add exposure, hold steady, or reduce position size in an environment where the macro narrative remained ambiguous.
Over the full data span, close prices climbed from 73.21 to 90.41, delivering a 23.5% return. Notably, the maximum drawdown was only 0.5%, and the largest single-bar move measured just 1.9%, suggesting a market characterized by grinding, consistent appreciation rather than dramatic spikes. The narrow range between peak and trough tested whether traders could maintain conviction through minor fluctuations without over-reacting to normal volatility.
This scenario excels as a decision-training exercise precisely because it rewards discipline over drama. With six decision points including two marked as critical, participants must practice the psychology of holding positions through low volatility, managing risk when drawdowns are minimal, and resisting the temptation to chase moves that never materialize. The lesson is clear: steady, patient decision-making in a low-drama environment builds the habits that matter most when markets eventually turn.