San Francisco Historical Replay: 2007-10 to 2010-03
Replay San Francisco property prices across a brutal 30-month window where the index slid from 202.03 to 136.74, carving out a 41.7% drawdown. Walk each monthly bar, navigate six decision points, and receive an AI coach review of your choices in this simulated historical market.
30 monthly bars · 6 decision points · 2007-10 to 2010-03 · Property
Key facts
Peak-to-trough drawdown of 41.7% with a 16.2% run-up.
- Max drawdown
- −41.7%
- Max run-up
- +16.2%
- 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 replay drops you into a San Francisco property market at the inflection point of the global financial crisis. From October 2007 to March 2010, participants navigate a 30-month descent that reshaped the American housing landscape. What made this period especially punishing was not merely the direction of prices but their volatility—a market that could swing 5.0% in a single month while simultaneously carving out a 41.7% peak-to-trough drawdown. Six decision points punctuate the scenario, two of them critical forks where defensive action could mean survival and hesitation could mean compounding losses.
The index began at 202.03 and ultimately settled at 136.74, a headline decline of -32.3%. Yet the max drawdown of 41.7% tells a starker story—interim losses far exceeded the closing figure, meaning participants who entered with conviction faced paper losses that would test any conviction. The largest single monthly move of 5.0% captures moments when panic or euphoria briefly dominated, creating traps for reactive decision-makers. This was not a straight-line collapse but a grinding, volatile descent that offered false dawns followed by renewed capitulation.
The scenario teaches that timing the bottom is rarely the objective lesson—recognizing when a structural trend has reversed is. Managing position sizes before volatility explodes, maintaining decision-making frameworks when drawdowns exceed expectations, and understanding that a 41.7% max drawdown measures true risk tolerance rather than paper commitments are the enduring takeaways. Psychological resilience in prolonged declines often determines whether participants emerge with useful discipline or learned helplessness. This replay trains participants to confront those realities within the safety of simulated consequences.