Boston Historical Replay: 2006-12 to 2009-05
Replay Boston's property market from December 2006 through May 2009, a 30-month stretch that ended down 12.6%. Step through each monthly bar, navigate six decision points including two critical ones, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2006-12 to 2009-05 · Property
Key facts
Peak-to-trough drawdown of 15.1% with a 2.7% run-up.
- Max drawdown
- −15.1%
- 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 entered December 2006 at a crossroads. The broader US housing correction was already underway, and the city that had weathered the early storm faced a reckoning with the deeper structural forces unraveling in mortgage finance. Over the next thirty months, participants in this replay faced the task of navigating a market transition that would define the decade's most consequential financial episode. Six decision points awaited, two of them critical junctures where positioning would define performance relative to peers.
The numbers tell a story of grinding deterioration rather than sudden collapse. From a close of 170.31, Boston prices retreated to 148.77 by May 2009, a decline of -12.6%. The maximum drawdown reached 15.1%, while the largest single monthly move measured just 2.6%. These figures illustrate a market characterized by persistent, moderate pressure rather than dramatic crashes. Participants who expected sharp capitulation were left waiting; those who underestimated the durability of the downtrend found their hedges inadequate. The thirty bars between those endpoints represent a masterclass in the difference between volatility perception and actual price behavior.
For decision training, this replay teaches the cost of anchoring to prior peaks and the danger of conflating slow decline with stability. The modest single-bar moves disguised a larger directional commitment that accumulated into the full -12.6% loss. Participants learned to distinguish between noise and signal, to update positions based on process rather than recent performance, and to manage exposure when drawdowns approach historically significant thresholds. The two critical decision points forced choices about conviction versus flexibility, reinforcing that even a relatively contained crash demands disciplined risk management.