Seattle Historical Replay: 2001-10 to 2004-03
Across 30 monthly bars from October 2001 to March 2004, this Seattle property index climbed 12.9% with a max drawdown of just 0.3%. You replay each historical month, navigate 6 decision points, and receive an AI coach review in a simulated educational environment.
30 monthly bars · 6 decision points · 2001-10 to 2004-03 · Property
Key facts
Peak-to-trough drawdown of 0.3% with a 13.2% run-up.
- Max drawdown
- −0.3%
- Max run-up
- +13.2%
- Largest single-month move
- +1.0%
- 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
The early 2000s marked the opening chapter of America's housing boom, and Seattle was among the cities where the subprime lending expansion began reshaping property market dynamics. From October 2001 to March 2004, participants face a 30-month window where low interest rates and loosening credit standards were beginning to fuel asset appreciation across major metropolitan markets. The question at each decision point: how to position relative to an emerging trend that had not yet revealed its full magnitude.
In this period, the Seattle property index delivered a 12.9% cumulative advance from 111.94 to 126.33, with a remarkably tight maximum drawdown of just 0.3%. The largest single monthly swing measured 1.0%, reflecting the steadiness of appreciation during this phase. Six decision points—including two critical junctures—punctuate the replay, demanding participants articulate their reasoning before each bar resolves.
For decision training, this scenario illustrates several principles: first, the discipline of maintaining exposure during low-volatility trends, where the temptation to overmanage often exceeds the merit of doing so. Second, the importance of position sizing when maximum drawdown remains subdued—the absence of stress can paradoxically breed complacency about tail risks that later materialize. Third, navigating two critical decision points tests one's ability to distinguish between data-dependent analysis and narrative-driven bias when conviction must be renewed under uncertainty. This period rewards process over prediction.