San Diego Historical Replay: 2006-12 to 2009-05
Replay a San Diego housing market slide that erased 39.1% from its close between December 2006 and May 2009, frame by frame. You walk through 30 monthly decision points, with AI coach feedback guiding each move in simulated capital.
30 monthly bars · 6 decision points · 2006-12 to 2009-05 · Property
Key facts
Peak-to-trough drawdown of 39.3% with a 0.4% run-up.
- Max drawdown
- −39.3%
- Max run-up
- +0.4%
- 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
In late 2006, San Diego's housing market stood at a crossroads. The subprime lending frenzy that had inflated prices throughout the previous decade was beginning to unwind, and a market that had once seemed unstoppable faced a reckoning. Over the next thirty months, through May 2009, players in this replay confront the challenge of navigating one of the most severe residential property downturns in modern American history, where the decisions made—or avoided—could mean the difference between preserving capital and watching it evaporate.
The numbers tell the story starkly: San Diego's housing index plummeted from 238.08 to 145.06, a brutal -39.1% decline. The maximum drawdown reached 39.3%, with monthly bars averaging a single-session swing of 3.6%—seemingly modest by equity standards, yet devastating when compounded across three years of persistent pressure. Six decision points dot this period, two of them critical junctures where the replay demands explicit choices about risk exposure, position sizing, and timing.
This scenario strips away the safety net of hindsight. The challenge is not to call the top or bottom but to manage risk when markets move against you. Players must grapple with the psychology of loss aversion—holding through a 39.3% drawdown tests emotional discipline—while applying sound process: assessing drawdown severity, evaluating position exits, and making calibrated decisions at critical inflection points. These are the transferable skills that make historical replays valuable for any market participant.