San Francisco Historical Replay: 2002-04 to 2004-09
Replay San Francisco's property market from April 2002 to September 2004, a period that lifted the index 34.3% to 178.15. Make decisions month by month across 6 decision points and receive an AI coach review of your simulated, educational choices.
30 monthly bars · 6 decision points · 2002-04 to 2004-09 · Property
Key facts
Peak-to-trough drawdown of 0.8% with a 34.3% run-up.
- Max drawdown
- −0.8%
- Max run-up
- +34.3%
- Largest single-month move
- +2.6%
- 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 residential property market in April 2002 stood at a pivotal moment. The early 2000s had brought recalibration after the tech boom, with interest rates in flux and employment patterns shifting across the Bay Area. Yet the city's enduring appeal—its geography, innovation economy, and cultural magnetism—provided a foundation that investors had to weigh against broader uncertainty. This replay asks participants to navigate those competing signals month by month, with six decision points testing their ability to read a market that could surprise in either direction.
Over the 30-month span from 2002-04 to 2004-09, the index rose from 132.62 to 178.15—a gain of 34.3%. What makes this period particularly instructive is its calm profile: a maximum drawdown of just 0.8% and a largest single-bar move of only 2.6%. The market climbed steadily without the violent swings that often dominate historical narratives, rewarding patience while testing whether participants could stay the course through months of incremental progress.
This scenario hones decision training in a deceptively challenging environment. Low volatility and modest single-period moves strip away the drama that often masks poor process. Participants must examine their instincts when gains arrive gradually: Do they become complacent? Do they overmanage a position that needs only time? The two critical decision points within six total moments force disciplined evaluation of entry and exit logic. The lesson is clear: steady, low-drama appreciation demands the same rigorous framework as turbulent markets, perhaps more so, because complacency is the hidden risk when nothing seems to go wrong.
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