San Francisco Historical Replay: 2001-10 to 2004-03
Replay San Francisco property prices across 30 monthly bars from October 2001 to March 2004, closing up 25.7%. Step through six decision points with AI coach review and simulated capital only for hands-on learning.
30 monthly bars · 6 decision points · 2001-10 to 2004-03 · Property
Key facts
Peak-to-trough drawdown of 2.2% with a 28.6% run-up.
- Max drawdown
- −2.2%
- Max run-up
- +28.6%
- 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 property prices from October 2001 to March 2004 represented a pivotal window in US real estate history, coinciding with the early phases of the subprime lending boom that would later reshape the American housing market. This 30-month replay captures six decision points set against an environment where traditional valuation metrics were increasingly stretched. Participants entering this scenario faced the challenge of navigating a market that appeared stable on the surface while underlying dynamics were shifting.
The monthly data reveals prices advancing from 128.01 to 160.9, a total return of 25.7% across 30 bars. The climb proved remarkably smooth, with maximum drawdown constrained to just 2.2% and the largest single monthly move limited to 3.0%. These numbers illustrate a market in steady ascent with unusually low volatility. Six decision points punctuated the journey, with two marked as critical, testing participants at moments when positioning choices carried heightened consequence.
This scenario offers sharp lessons in decision training. The low drawdown and gentle price action create an environment where complacency can flourish, yet the bubble tag signals that tranquil markets often harbor hidden fragility. Participants learn to distinguish between benign slowdowns and early warning signs, to manage position sizing when volatility appears suppressed, and to maintain disciplined process even when the market offers no urgent reason for caution. The scenario trains the mental habits necessary to stay analytically sharp during extended periods when the market seems to validate every decision effortlessly.