San Francisco Historical Replay: 1999-03 to 2001-08
San Francisco home prices climbed 47.6% from March 1999 to August 2001 in this 30-month historical replay. Step through each monthly bar, navigate six decision points including two critical ones, and receive an AI coach review of your simulated capital choices.
30 monthly bars · 6 decision points · 1999-03 to 2001-08 · Property
Key facts
Peak-to-trough drawdown of 3.9% with a 53.6% run-up.
- Max drawdown
- −3.9%
- Max run-up
- +53.6%
- Largest single-month move
- +4.1%
- 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
San Francisco's residential property market entered a distinctive phase in early 1999, as the city transitioned from the late-cycle dynamics of the 1990s into the early turbulence of the 2000s. This 30-month historical replay captures the full arc of a localized price surge, placing participants directly inside monthly bars where each decision carried compounding consequences. The scenario spans six decision points, two of which are flagged as critical junctures where directional conviction and risk management intersect most sharply.
The market closed this period at 129.15, up from an opening baseline of 87.51 — a 47.6% appreciation that materialized despite a maximum observed drawdown of only 3.9%. The most volatile single month delivered a 4.1% move, illustrating how a relatively contained downside could accompany a substantial directional trend. For those navigating the replay, the tension between sustained upside momentum and sudden intraperiod swings created persistent positioning dilemmas.
This replay's core educational value lies in confronting the psychological friction of trend-following during a bubble-adjacent environment. Participants must practice calibrating position size against a drawdown ceiling that appears benign in hindsight but feels precarious in real-time. The two critical decision points test whether learners can maintain disciplined process when price action rewards conviction — and whether they can pivot when the same action signals exhaustion. Historical accuracy ensures every choice reflects the genuine constraints faced by market participants of that era.
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