San Francisco Historical Replay: 2004-12 to 2007-05
Between 2004-12 and 2007-05, a single San Francisco property index climbed from 185.72 to 210.89. In this replay you step through each monthly bar, hit six decision points, and receive AI coach feedback on every call you make.
30 monthly bars · 6 decision points · 2004-12 to 2007-05 · Property
Key facts
Peak-to-trough drawdown of 3.5% with a 17.6% run-up.
- Max drawdown
- −3.5%
- Max run-up
- +17.6%
- 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.
Event Replay
What happened — and what it teaches
Between 2004-12 and 2007-05, the San Francisco residential property market occupied a precarious position in the 2000s bubble era. An index tracking this market rose from 185.72 to 210.89 over 30 monthly bars. For participants in this replay, the question was not simply whether to hold or adjust, but how to interpret signals in a market that felt perpetually ascending yet carried hidden fragility. The stakes involved understanding risk exposure during a period when conventional valuation metrics were increasingly stretched.
The index closed at 210.89, representing a 13.6% gain across the full data span. Yet the journey was neither smooth nor unambiguous. The maximum drawdown of 3.5% tested conviction at least once, and a largest single-bar move of 2.5% demonstrated that sentiment could shift meaningfully within a single month. Six decision points punctuated the replay, with two marked as critical moments where directional bets carried heavier consequence. Navigating these required more than directional conviction; it demanded timing discipline.
This replay trains participants to confront cognitive biases that surface during extended advances. The modest overall return against visible volatility reveals how "easy" trends can mask underlying uncertainty. By confronting six decision points including two critical junctures, learners practice calibrating position sizing and managing the psychological pressure of false breakouts or shallow corrections. The goal is not prediction but developing a repeatable process that survives the noise of monthly bar movements without abandoning disciplined risk management.