San Diego Historical Replay: 2000-11 to 2003-04
Step into San Diego housing's pre-bubble climb from late 2000, when prices rallied 38.7% before a fragile reversal. Replay each month, face six decision points, and receive AI coach review through simulated capital.
30 monthly bars · 6 decision points · 2000-11 to 2003-04 · Property
Key facts
Peak-to-trough drawdown of 0.7% with a 38.7% run-up.
- Max drawdown
- −0.7%
- Max run-up
- +38.7%
- 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
The San Diego housing market in late 2000 stood at a crossroads. After the dot-com storm had begun to shake investor confidence, residential real estate emerged as a seemingly safe harbor. The market was entering a period that would later be recognized as the opening chapter of a major bubble, though at the time the trajectory appeared deceptively straightforward. Players entering this replay step into the shoes of decision-makers facing a market that had just crossed 115.49, with six critical junctures ahead over thirty months. The stakes were significant: misjudging momentum or underestimating early warning signs could mean the difference between capturing gains and being caught in a reversal.
The period from November 2000 to April 2003 delivered a 38.7% price appreciation, climbing from 115.49 to 160.23. This steady ascent unfolded across thirty monthly bars with remarkable smoothness—the largest single monthly move reaching only 2.5%, and the maximum drawdown a mere 0.7%. The data presents a deceptively calm market profile, yet the structural vulnerabilities were already taking shape beneath the surface.
This replay challenges participants to sharpen their decision-making processes under seemingly tranquil conditions. Six decision points, two marked as critical, require traders to constantly evaluate whether momentum justifies continued exposure or if early warning signals warrant tactical retreat. The minimal volatility creates a psychological trap: a market that never stumbles visibly can breed complacency. Yet risk management cannot rely solely on observed drawdowns; it must account for what lies beneath the surface. The 0.7% maximum drawdown teaches that apparent stability can mask dangerous assumptions, and that disciplined position sizing and scenario planning remain essential even when the tape looks friendly.