San Francisco Historical Replay: 2000-11 to 2003-04
Replay San Francisco's housing market from November 2000 to April 2003, when prices climbed 15.1% across 30 monthly bars. Step through each authentic trading day, face 6 decision points including 2 critical ones, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2000-11 to 2003-04 · Property
Key facts
Peak-to-trough drawdown of 6.9% with a 15.6% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +15.6%
- Largest single-month move
- +3.0%
- 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 housing market in late 2000 stood at a crossroads. After years of steady appreciation driven by the dot-com boom, the city faced an uncertain transition as technology valuations collapsed and economic uncertainty mounted. Players entering this replay step into the shoes of investors navigating a market where the fundamentals that had fueled growth were suddenly questioned, and where the decisions made during this uncertain period would shape portfolios for years to come.
From November 2000 to April 2003, across 30 monthly bars, San Francisco home prices climbed from 125.66 to 144.69, representing a 15.1% gain. Yet this seemingly straightforward appreciation was anything but smooth—the market experienced a maximum drawdown of 6.9% and its largest single monthly move reached 3.0%. Six decision points punctuated this period, including two critical moments where directional conviction was essential. The market rewarded patience but tested resolve at every turn.
This replay teaches that even during periods of positive overall performance, volatility and uncertainty are constants. Players must develop frameworks for acting under incomplete information, managing downside risk through position sizing and exit planning, and maintaining psychological discipline when short-term moves test conviction. The San Francisco scenario reminds us that bull markets can be as psychologically demanding as bear markets, and that process discipline matters as much as directional accuracy.