San Francisco Historical Replay: 2003-06 to 2005-11
Walk through San Francisco's property market from June 2003 to November 2005, a 30-month window where prices climbed 47.2%. Replay each monthly bar, face six decision points including two critical ones, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2003-06 to 2005-11 · Property
Key facts
- Max run-up
- +47.2%
- Largest single-month move
- +2.5%
- 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.
Related scenarios
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Event Replay
What happened — and what it teaches
San Francisco's property market between June 2003 and November 2005 represented a distinctive chapter in early 2000s real estate history. Over this 30-month window, participants faced a market that offered substantial gains while presenting nuanced decision points. The scenario captures a period when conventional wisdom about property values was being tested, and each monthly bar represented an opportunity to test one's analytical framework against historical reality.
The numerical trajectory tells a compelling story: prices surged from 146.53 to 215.7, translating to a remarkable 47.2% appreciation. Remarkably, the maximum drawdown remained at 0.0%, with the largest single monthly move limited to 2.5%. Throughout this period, participants encountered six decision points, including two critical moments that demanded careful evaluation of market dynamics. This measured yet consistent growth provides a rich environment for testing investment decision-making strategies.
For decision training, this scenario challenges participants to maintain discipline during sustained appreciation. The absence of significant pullbacks tests patience and conviction in analytical process. The low volatility environment raises questions about position sizing and risk calibration when drawdowns appear benign. Psychologically, smooth upward trajectories can breed complacency or excessive confidence. This replay teaches that even gentle, consistent moves require rigorous framework evaluation and emotional management to avoid future shock when conditions inevitably shift.
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