Boston Historical Replay: 2007-10 to 2010-03
Replay Boston's property crash from October 2007, watching values slide 10.6% to 151.39. Work through six monthly decision points to practice navigating the downturn with simulated capital and AI coach review.
30 monthly bars · 6 decision points · 2007-10 to 2010-03 · Property
Key facts
Peak-to-trough drawdown of 13.9% with a 6.9% run-up.
- Max drawdown
- −13.9%
- Max run-up
- +6.9%
- 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 October 2007 at a critical juncture. The subprime crisis that had been building for months was beginning to cascade through real estate nationally, and Boston's historically resilient market faced its sternest test in years. Investors and analysts watched monthly data points with growing unease, wondering whether the city's diverse economy could shield it from the broader collapse. The scenario covers 30 monthly bars through March 2010, spanning the 2000s and 2010s, with six decision points embedded within the decline.
The Boston property index fell from 169.33 to 151.39 over the replay period, a decline of 10.6%. The drawdown reached 13.9% at its worst, with individual monthly moves as large as 2.6%. Six monthly decision points punctuated the slide, two of them flagged as critical junctures where positioning decisions carried heightened consequence. This was not a single catastrophic event but rather a grinding, months-long attrition that tested conviction and discipline.
For decision training, this replay isolates the psychological tension of managing exposure during a prolonged downturn. The largest single-bar move of 2.6% is modest on its face, yet the cumulative effect erodes capital and confidence alike. Participants must practice distinguishing between temporary rebounds and genuine reversals, a judgment call where overconfidence can prove costly. The two critical decision points serve as pressure tests for entry discipline and exit planning, skills that transfer across asset classes and market environments. Navigating this scenario builds the emotional resilience and risk calibration essential for any market participant facing prolonged adversity.