Seattle Historical Replay: 1998-03 to 2000-08
Replay Seattle's housing market from March 1998 to August 2000 across 30 monthly bars showing a 23.5% climb. Step through each historical day, face six decision points including two critical ones, and receive an AI coach review in a simulated, educational environment.
30 monthly bars · 6 decision points · 1998-03 to 2000-08 · Property
Key facts
Peak-to-trough drawdown of 0.2% with a 23.5% run-up.
- Max drawdown
- −0.2%
- Max run-up
- +23.5%
- 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
In the late 1990s, Seattle's housing market rode the wave of a broader Pacific Northwest economic expansion. This replay spans March 1998 through August 2000, a period when technology-driven job growth and demographic shifts were reshaping the city's real estate landscape. Participants face the challenge of navigating an unmistakably bullish trend while remaining prepared for the uncertainty that the approaching new millennium might bring. The stakes center on understanding how to position portfolios during sustained uptrends without succumbing to either complacency or premature profit-taking.
The numbers reveal a steady climb: prices advanced from 85.7 to 105.88, delivering a 23.5% return across 30 monthly bars. Remarkably, the maximum drawdown stood at just 0.2%, indicating that pullbacks were shallow and brief. The largest single-bar move measured 1.8%, underscoring the lack of dramatic volatility—growth was gradual rather than explosive. Six decision points punctuate the replay, including two marked as critical junctures where directional conviction would be tested.
This scenario hones several essential skills. The persistent uptrend rewards process discipline over reactive tinkering; participants must resist the temptation to exit prematurely simply because gains feel "sufficient." The razor-thin drawdown reinforces that true risk management means staying invested through minor fluctuations rather than treating every dip as a crisis. Finally, the psychological dimension emerges most clearly at the two critical decision points, where confidence in one's framework is weighed against the ever-present urge to doubt a market that simply keeps climbing. The lesson is not about predicting tops or bottoms, but about maintaining rational decision protocols regardless of directional outcome.
Featured in the archive