San Diego Historical Replay: 2002-08 to 2005-01
Replay 30 monthly bars from August 2002 to January 2005 as San Diego home prices climbed from 147.25 to 233.78, a 58.8% run. You move month by month through the bubble era, face 6 decision points including 2 critical ones, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2002-08 to 2005-01 · Property
Key facts
- Max run-up
- +58.8%
- Largest single-month move
- +3.7%
- 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
In August 2002, San Diego's residential market entered a remarkable phase that would define the early 2000s decade. Over the following 30 monthly bars extending to January 2005, participants in this replay confront a market where prices climbed relentlessly, testing their ability to process rising valuations and peer pressure. The stakes involve understanding how narratives form during asset appreciation and whether an investor can maintain discipline when valuations detach from traditional measures of affordability.
The raw performance figures reveal the scope of the move. San Diego home prices rose from 147.25 to 233.78, a 58.8% advance over the data span. Notably, the maximum drawdown stood at 0.0%, suggesting this particular window featured remarkably smooth appreciation. The largest single-bar move reached 3.7%, a figure that would signal meaningful intrabar volatility to any systematic trader reviewing the record. Participants navigated six decision points including two classified as critical moments where conviction and risk calibration faced the greatest trials.
This replay distills several lessons for decision training. Process matters more than outcome in any single run; a sound framework should accommodate markets that rise without meaningful correction. Risk management during a bubble requires explicit position sizing rules rather than reactive adjustments to headlines. Psychologically, the 0.0% drawdown period may breed complacency, making the two critical decision points where doubt typically surfaces especially instructive for developing emotional equilibrium under social proof pressure. The 3.7% single-bar episodes remind practitioners that even trending markets harbor volatility that can trigger premature exits or overtrading.