Boston Historical Replay: 2000-11 to 2003-04
Replay the Boston market from November 2000 to April 2003 across 30 monthly bars, watching prices climb 30.4% in a property-bubble era. You will step through each bar, face 6 decision points, and receive an AI coach review of your simulated training choices.
30 monthly bars · 6 decision points · 2000-11 to 2003-04 · Property
Key facts
Peak-to-trough drawdown of 1.0% with a 30.4% run-up.
- Max drawdown
- −1.0%
- Max run-up
- +30.4%
- Largest single-month move
- +2.6%
- 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.
Related scenarios
- US 10-City Composite Historical Replay: 2000-11 to 2003-042000 · Lv.3
- Seattle Historical Replay: 2000-11 to 2003-042000 · Lv.2
- Atlanta Historical Replay: 2000-11 to 2003-042000 · Lv.2
- San Diego Historical Replay: 2000-11 to 2003-042000 · Lv.3
- Minneapolis Historical Replay: 2000-11 to 2003-042000 · Lv.3
- San Francisco Historical Replay: 2000-11 to 2003-042000 · Lv.3
Event Replay
What happened — and what it teaches
This replay places you inside the Boston property market as it entered a bubble phase, spanning from November 2000 to April 2003. The early 2000s were marked by easy credit, relaxed lending standards, and soaring optimism around real estate. Participants must navigate rising prices while managing the psychological pressure of missing out on a market that seems to climb without pause. Six decision points, two flagged as critical, force active engagement with each monthly bar.
Across those 30 monthly bars, Boston prices advanced from 115.36 to 150.42, delivering a 30.4% gain. The journey was remarkably smooth—maximum drawdown measured just 1.0%, and the largest single monthly surge reached only 2.6%. With six decision points, including two marked as critical, participants faced recurring choices about position sizing and timing in a market that rewarded patience and bullish conviction.
The Boston scenario tests discipline under low volatility. A 1.0% maximum drawdown creates false confidence, encouraging oversized positions that become dangerous when conditions shift. Six decision points force deliberate action rather than passive holding, while two critical junctures demand clear risk frameworks before emotional attachment builds. Success requires establishing exit strategies and size limits when the market feels most secure.