San Francisco Historical Replay: 2002-08 to 2005-01
Replay 旧金山 property prices across 30 monthly bars from August 2002, watching a 33.4% climb unfold under the post-dot-com backdrop. Step through each decision point to test your judgment against an AI coach review, all within a simulated educational environment.
30 monthly bars · 6 decision points · 2002-08 to 2005-01 · Property
Key facts
Peak-to-trough drawdown of 0.8% with a 33.4% run-up.
- Max drawdown
- −0.8%
- Max run-up
- +33.4%
- Largest single-month move
- +2.3%
- 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 market in the early 2000s represented a fascinating case study in post-technology-boom wealth effects. This replay spans 30 monthly bars from August 2002 through January 2005, capturing the tail end of a period when Bay Area property was becoming a dominant store of value after the dot-com correction. The scene offers 6 decision points—2 flagged as critical—where participants can test their judgment against historical price action during what would prove to be the opening chapter of a much larger bubble.
The data tells a story of steady appreciation: prices rose from a closing index of 141.93 to 189.35, delivering a total return of 33.4% across the 30-month window. The journey was remarkably smooth, with maximum drawdown constrained to just 0.8% and the largest single monthly move reaching only 2.3%. This low-volatility ascent contrasts sharply with the volatility that would arrive in subsequent years.
For decision training, this scenario exposes participants to the psychological challenge of acting under seemingly benign conditions. When drawdowns are negligible and upward momentum feels reliable, the temptation is to either over-leverage or under-prepare for regime change. The limited number of decision points—6 total—teaches patience and conviction, reinforcing that quality over reactivity matters more than frequency of action. The low volatility also invites reflection on position sizing and the discipline required to maintain prudent risk management when external pressures suggest doing otherwise.