San Diego Historical Replay: 2000-01 to 2002-06
From 2000-01 to 2002-06, San Diego home prices climbed 41.4% across 30 monthly bars. Replay the dot-com-era housing surge decision by decision, face 2 critical judgment points, and let the AI coach grade your simulated calls.
30 monthly bars · 6 decision points · 2000-01 to 2002-06 · Property
Key facts
Peak-to-trough drawdown of 0.7% with a 41.4% run-up.
- Max drawdown
- −0.7%
- Max run-up
- +41.4%
- Largest single-month move
- +2.5%
- 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 early 2000, San Diego's housing market stood at the crossroads of two divergent forces: a collapsing tech sector and a residential boom that had quietly taken root. Over the following thirty months, participants replaying this scenario face a market that rewards patience through a seemingly relentless climb, yet demands vigilance at two critical inflection points embedded within six total decision moments. The stakes are straightforward yet profound—understanding how momentum behaves when traditional valuations seem stretched, and whether the prevailing narrative warrants continued exposure.
The numbers from this period are striking in their consistency. Prices ascended from a baseline index of 100 to 141.41, delivering a total return of 41.4% across thirty monthly bars. What makes this data set pedagogically valuable is its calm demeanor amid chaos: the maximum drawdown measured just 0.7%, and the largest single-month move registered only 2.5%. This tranquility, however, masks the psychological pressure of holding a position that defies the dot-com collapse happening simultaneously in equity markets.
This replay teaches three essential lessons. First, low volatility does not equate to low risk—it often signals complacency rather than stability. Second, narrative momentum can override fundamental valuation for extended periods, testing conviction. Third, the two critical decision points serve as crucibles where process discipline matters more than outcome: participants must practice pre-commitment to entry and exit criteria rather than reacting to price movement in real time. The goal is not to predict the next surge but to build replicable decision architecture under historical pressure.