San Diego Historical Replay: 2006-10 to 2009-03
Replay San Diego property prices sliding 40.8% from October 2006 through March 2009. Step through each monthly bar, face six decision points, and receive an AI coach review of your choices in this simulated learning exercise.
30 monthly bars · 6 decision points · 2006-10 to 2009-03 · Property
Key facts
Peak-to-trough drawdown of 40.8%.
- Max drawdown
- −40.8%
- 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 San Diego residential property market entered October 2006 at the epicenter of one of the most dramatic housing corrections in modern American history. Over the following 30 months, until March 2009, participants in this replay confront a market that would erase nearly half its value. The stakes were immense: homeowners watched equity dissolve, investors reassessed risk models built on the assumption that urban coastal real estate only appreciated, and policymakers grappled with the systemic implications of a collapsing subprime lending ecosystem. This was not a gradual softening but a sustained, grinding decline that tested conviction at every turn.
The numbers from this period are stark. San Diego property prices fell from 244.03 to 144.58, a total decline of -40.8%, with the maximum drawdown matching that figure. The largest single monthly move reached 3.6%, reflecting sudden shifts in market sentiment and liquidity. Six decision points are embedded throughout the replay, two of them flagged as critical moments where positioning would significantly alter outcomes. These monthly bars tell a story of compounding pressure, where each successive decline eroded confidence and forced repeated reassessment of strategy.
For decision training, this replay offers a rigorous examination of process discipline under sustained loss. Participants must navigate cognitive biases that amplify during drawdowns—loss aversion, recency bias, and the temptation to react to volatility rather than stick to a plan. The 3.6% single-bar moves illustrate how short-term noise can obscure longer-term trends, teaching the distinction between meaningful signals and market noise. Practicing sound risk management within this historically validated scenario builds resilience and sharper judgment for future market environments.