San Diego Historical Replay: 2004-06 to 2006-11
San Diego home prices climbed 11.0% across 30 monthly bars from June 2004 to November 2006, masking a 3.3% peak drawdown. Step into the replay and make call-style decisions at six turning points, then receive an AI coach review of your simulated judgment.
30 monthly bars · 6 decision points · 2004-06 to 2006-11 · Property
Key facts
Peak-to-trough drawdown of 3.3% with a 14.7% run-up.
- Max drawdown
- −3.3%
- Max run-up
- +14.7%
- Largest single-month move
- +2.8%
- 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 summer of 2004 found San Diego's residential market at an inflection point. The city had been riding a multi-year appreciation wave, and by June 2004, participants faced a critical question: had the market reached a sustainable peak, or was a correction looming? This 30-month replay window captures a period often cited as the local apex of the 2000s housing mania—before the national reckoning that followed would reshape assumptions about coastal real estate. The stakes were substantial: anyone misjudging the trajectory risked either leaving gains on the table or mistaking cyclical noise for structural change.
Across the 30 monthly bars from June 2004 to November 2006, San Diego home prices advanced from 218.18 to 242.11, an 11.0% nominal increase. However, this headline figure concealed significant turbulence. A peak drawdown of 3.3% tested conviction, while individual monthly swings reached 2.8%—enough to unsettle even disciplined participants. Six decision points, two of them critical, punctuated this period, demanding repeated reassessment of position and risk tolerance.
This scenario excels as a decision-training exercise because it forces participants to act under uncertainty without the benefit of hindsight. The modest 11.0% total gain masks a more complex reality: volatility within that trajectory created both opportunity and trap. By replaying the six turning points and confronting the 2.8% single-bar moves, learners practice the discipline of process over outcome—evaluating whether their reasoning was sound at each moment, regardless of the final tally. The psychological dimension is equally valuable: resisting the urge to extrapolate recent momentum or panic at temporary setbacks. Such replay sessions cultivate the temperament necessary for navigating any market phase where clear direction remains contested.