Seattle Historical Replay: 1997-03 to 1999-08
Replay 30 monthly bars of Seattle's 1997–1999 property boom, a 28.5% climb with just 0.2% max drawdown. Step through each market day, face 6 decision points, and receive AI coach feedback in this simulated educational training.
30 monthly bars · 6 decision points · 1997-03 to 1999-08 · Property
Key facts
Peak-to-trough drawdown of 0.2% with a 28.5% run-up.
- Max drawdown
- −0.2%
- Max run-up
- +28.5%
- 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.
Event Replay
What happened — and what it teaches
Seattle's property market from March 1997 to August 1999 offers a distinctive replay setting: a city in the middle of an extended urban expansion, with capital flows tilting toward coastal technology corridors and the residential market riding that tailwind. The monthly framing condenses thirty bars of price action into a focused decision window, where the core question is not whether the trend exists, but how a trainee chooses to engage with a steady climb that rarely threatens to reverse. The event tags of boom and volatility hint at a tension the learner will need to resolve: an environment that rewards participation but conceals a different kind of risk beneath the calm surface.
Over the thirty monthly bars, the close advances from 76.33 to 98.11, a 28.5% climb delivered with remarkable steadiness. The maximum drawdown is just 0.2%, and the largest single-bar move is only 1.9%, meaning the path looks almost tranquil on the chart. Six decision points are scattered through the period, two of them flagged as critical, inviting the trainee to weigh conviction against caution in a setting where the price rarely argues with the prevailing direction. The challenge is not surviving a crash; it is reading correctly when a low-volatility advance is masking the build-up of conditions that historically end in sharper moves later.
For decision training, the lesson is fundamentally about process and psychology in low-stress conditions. When drawdowns are tiny and bars rarely jump more than 1.9%, the danger is overconfidence: sizing up because nothing has gone wrong, or hesitating because nothing dramatic demands action. The two critical decision points are where that complacency is most likely to be tested, and the AI coach feedback is designed to surface whether the trainee's reasoning matched the market's actual behavior. Replaying a smooth boom teaches patience, discipline, and the harder skill of recognizing when calm is opportunity rather than warning.