Seattle Historical Replay: 2005-03 to 2007-08
Replay Seattle's housing market across 30 monthly bars from March 2005 to August 2007, when prices still climbed 33.7% before reversing. You step through each historical bar, face six decision points including two critical ones, and receive an AI coach review of your choices in simulated, educational-only mode.
30 monthly bars · 6 decision points · 2005-03 to 2007-08 · Property
Key facts
Peak-to-trough drawdown of 0.1% with a 33.8% run-up.
- Max drawdown
- −0.1%
- Max run-up
- +33.8%
- Largest single-month move
- +1.9%
- 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
This replay immerses you in Seattle's residential property market across 30 monthly bars from March 2005 to August 2007, when the U.S. housing boom was still generating broad optimism. Participants must navigate each decision point without knowing that the subprime crisis lurks just beyond this period's horizon. The stakes are clear: positioning decisions made now will determine how participants weather what comes next.
The data reveals a market that climbed steadily from 143.7 to 192.14, delivering a cumulative gain of 33.7% before the reversal. Notably, the maximum drawdown throughout this stretch was a mere 0.1%, while the largest single monthly move reached just 1.9%. This low-volatility ascent presents six decision points, two of which are marked as critical, demanding participants choose between holding positions for further upside or reducing exposure as late-cycle dynamics take hold.
For decision training, this scenario exposes the psychological trap of extrapolating calm markets indefinitely. With volatility suppressed and prices grinding higher, the rational response is to remain invested—but the training here is to anticipate structural shifts before they materialize. Six decision points, including two critical ones, force participants to confront how they would manage positions when external conditions begin to deteriorate, even if current data shows no obvious warning signs. The historical lesson is not about predicting the crash, but about building the process discipline to act when the environment shifts.
Featured in the archive