San Francisco Historical Replay: 2006-10 to 2009-03
Replay 30 monthly bars from October 2006 to March 2009 as San Francisco house prices fell 45.4% in this historical city crash scenario. Step through each bar, face 6 decision points including 2 critical ones, and receive AI coach review on simulated capital decisions only.
30 monthly bars · 6 decision points · 2006-10 to 2009-03 · Property
Key facts
Peak-to-trough drawdown of 45.4% with a 0.3% run-up.
- Max drawdown
- −45.4%
- Max run-up
- +0.3%
- Largest single-month move
- −5.0%
- 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 San Francisco housing market of the mid-to-late 2000s offers a stark lesson in urban property dynamics during systemic credit crises. This replay spans October 2006 through March 2009, presenting 30 monthly bars that trace a city-level market collapse. Participants must navigate extreme downward pressure while maintaining disciplined risk management across what proved to be a generational shift in housing valuations.
San Francisco house prices descended from a close of 215.42 to 117.71, a fall of 45.4% over the period. The maximum drawdown reached 45.4%, with individual monthly declines as large as 5.0%. Within this 30-bar window, traders faced 6 decision points, including 2 critical junctures that separated prepared participants from those caught flat-footed.
This replay emphasizes position sizing discipline under sustained drawdown conditions, emotional control when capital erodes rapidly, and the judgment required to differentiate between structural market breakdowns and temporary dislocations. The scenario's 45.4% decline illustrates how swiftly property valuations can collapse, while the 5.0% monthly volatility creates both psychological strain and strategic entry points for those equipped with sound decision frameworks.