San Francisco Historical Replay: 2000-01 to 2002-06
Replay San Francisco property prices across 30 monthly bars from 2000-01 to 2002-06, watching the index climb 39.3% to 139.35. Make your choices at 6 decision points, including 2 critical ones, and receive an AI coach review of each decision in this simulated educational scenario.
30 monthly bars · 6 decision points · 2000-01 to 2002-06 · Property
Key facts
Peak-to-trough drawdown of 6.9% with a 39.3% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +39.3%
- 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
The scenario immerses you in San Francisco's residential property market at the dawn of the 2000s. The data spans from January 2000 to June 2002, capturing 30 monthly bars that document a period of significant transformation in one of America's most coveted housing markets. As a participant in this historical replay, you face the challenge of navigating an asset class that was beginning to attract speculative capital, with six decision points—including two critical junctures—testing your ability to read market signals and manage risk amid rising prices.
The market's trajectory was remarkably consistent: the index rose from 100 to 139.35, representing a cumulative gain of 39.3% across the 30-month period. Yet the path was not linear, with a maximum drawdown of 6.9% reminding participants that even sustained uptrends contain reversals. The largest single-bar move of 4.1% underscores that property markets, while generally slower than equities, still produce intrabar volatility that can test conviction. This combination of solid appreciation with contained downside created an environment where disciplined participants were rewarded, though the temptation to over-leverage or chase momentum presented ongoing psychological challenges.
This replay teaches that process discipline matters more than prediction accuracy. The modest drawdown figures demonstrate how even favorable markets punish those who fail to respect risk parameters. The gradual nature of price appreciation—with the largest monthly surge at just 4.1%—highlights that property investing rewards patience over trading frequency. The two critical decision points likely forced participants to confront the tension between taking profits prematurely and allowing winners to run. For decision training, this scenario emphasizes developing frameworks for position sizing, stop-loss discipline, and emotional management when facing volatility in a demonstrably bullish environment.