San Diego Historical Replay: 2006-03 to 2008-08
Step into a 30-month San Diego property collapse that erased 32.2% from its peak. Replay each historical month, face 6 decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2006-03 to 2008-08 · Property
Key facts
Peak-to-trough drawdown of 32.6% with a 0.6% run-up.
- Max drawdown
- −32.6%
- Max run-up
- +0.6%
- Largest single-month move
- −3.6%
- 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 scene opens in March 2006, when San Diego's property market was still cycling near historic highs. Over the following 30 months, the city would become one of the epicenters of the national housing collapse that preceded the 2008 financial crisis. Participants entering this replay step into a market where the 2000s bubble was about to unwind, with everything riding on whether they could read the signals of an overextended market and manage risk before the downturn accelerated.
The data tells a stark story: from a peak closing value of 248.09 in March 2006, San Diego property prices fell to 168.23 by August 2008, an overall decline of -32.2%. The maximum drawdown reached 32.6%, meaning an investor who entered at the peak would have seen nearly a third of their capital evaporate before any meaningful recovery. Notably, the largest single monthly move was just 3.6%, revealing that this was not a sudden crash but a grinding, relentless decline that punished complacency and rewarded those who acted early.
Six decision points punctuate this 30-month period, two of them critical junctures where the margin for error narrowed sharply. The replay teaches that managing downside in a collapsing market is as much about psychology as process. Anchoring to peak valuations, fighting a stubborn market, or failing to adjust position sizing can transform a temporary drawdown into permanent capital impairment. Participants learn to distinguish between noise and trend shifts, to respect the cumulative weight of even modest monthly losses, and to build the emotional discipline required to navigate extended downturns without abandoning sound risk principles.
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