San Diego Historical Replay: 2001-10 to 2004-03
San Diego property values climbed 52.1% across 30 monthly bars from October 2001 to March 2004. Replay each authentic day, navigate six decision points including two critical ones, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2001-10 to 2004-03 · Property
Key facts
Peak-to-trough drawdown of 0.7% with a 52.5% run-up.
- Max drawdown
- −0.7%
- Max run-up
- +52.5%
- Largest single-month move
- +3.4%
- 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 residential market enters this replay at a pivotal moment in American property history. By October 2001, the subprime lending boom that had quietly started around 2000 was beginning to lift valuations across California. Participants face six decision points across 30 monthly bars spanning the 2000s, with two marked as critical. The central tension is navigating a sustained advance with remarkably contained volatility.
The data reveals a market that rewarded patience: prices climbed from 129.14 to 196.4, delivering a 52.1% total return. Yet this occurred with only a 0.7% maximum drawdown and a 3.4% largest single-month move. Such low volatility can be deceptively comfortable, lulling participants into complacency or excessive position sizing before the inevitable turning point arrives.
This scenario trains participants to maintain disciplined position sizing in extended low-volatility advances. The challenge is psychological: avoiding recency bias that makes recent calm feel permanent, resisting the temptation to over-leverage when drawdowns remain tiny, and staying process-focused rather than outcome-focused. Two critical decision points test whether participants can adjust strategy as conditions eventually shift, making this replay valuable for developing risk management discipline under the deceptive calm of a prolonged bull phase.