Boston Historical Replay: 2006-10 to 2009-03
Replay 30 monthly bars of Boston's property market from 2006-10 to 2009-03, watching the index slide 17.0% into the 2007-08 crisis. Step through 6 decision points day by day, face 2 critical calls, and receive an AI coach review on your simulated choices.
30 monthly bars · 6 decision points · 2006-10 to 2009-03 · Property
Key facts
Peak-to-trough drawdown of 17.0% with a 2.7% run-up.
- Max drawdown
- −17.0%
- Max run-up
- +2.7%
- Largest single-month move
- −2.6%
- 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
Boston's property market in the autumn of 2006 was riding a years-long bull run that had become deeply embedded in the city's economic identity. The replay spans 30 monthly bars from October 2006 to March 2009, a period that would come to define the worst financial crisis since the Great Depression. Participants enter a market where optimism was still the dominant sentiment, yet the seeds of the 2007-08 collapse were already being planted in subprime lending practices and overheated speculation.
The index opened the period at 175.72 and retreated to 145.83 by the close of March 2009, a cumulative decline of 17.0%. The maximum drawdown matched this figure at 17.0%, confirming that the straight-line loss was also the worst intraperiod peak-to-trough reading. The largest single monthly move reached 2.6%, a relatively modest oscillation that masked the grinding, persistent nature of the downturn. Across these 30 bars, participants encountered 6 decision points, of which 2 were flagged as critical—moments where positioning choices would have outsized consequences for the simulated portfolio.
The scenario's greatest training value lies in its psychology of slow-burning losses. With no dramatic single-session crashes, the market tests whether participants can maintain disciplined risk management when volatility appears benign. The two critical decision points demand that participants reassess assumptions and adapt before confirmation bias locks them into losing positions. This replay teaches that sound process—position sizing, drawdown thresholds, and precommitted exit criteria—matters more than prediction when navigating sustained, grinding market dislocations.