San Diego Historical Replay: 2007-10 to 2010-03
San Diego home prices fell 26.2 percent from October 2007 to March 2010, a 33.4 percent drawdown unfolding across thirty monthly bars. Replay the crisis day by day, navigate six decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2007-10 to 2010-03 · Property
Key facts
Peak-to-trough drawdown of 33.4% with a 10.9% run-up.
- Max drawdown
- −33.4%
- Max run-up
- +10.9%
- 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
San Diego's housing market entered the fall of 2007 as a cautionary tale waiting to unfold. After years of sustained appreciation, property values had reached levels that left little margin for economic shock. The subprime mortgage crisis was spreading beyond isolated pockets of distress, and credit markets were beginning to price in a broader contraction. For anyone navigating real estate decisions during this period, the stakes were extraordinarily high—retirement portfolios, family wealth, and long-term financial security were all tethered to valuations that had never before faced a test of this magnitude. The thirty-month window from October 2007 through March 2010 would strip away more than a quarter of nominal values, demanding that participants confront the limits of confidence in overheated markets.
The price trajectory reveals a market in systematic retreat. From October 2007's closing index of 217.02, San Diego residential values descended to 160.22 by March 2010—a decline of 26.2 percent that unfolded across thirty monthly bars. Yet this headline figure understates the true severity: the maximum drawdown reached 33.4 percent at the trough, meaning interim losses exceeded the final settlement. Even the largest single monthly decline, at 3.6 percent, carried psychological weight when compounded across a portfolio. Six decision points punctuated this descent, including two critical junctures where strategic choices could have meaningfully altered outcomes.
This replay teaches that drawdown awareness must precede commitment. Understanding maximum potential loss before entry forces realistic position sizing and prevents the kind of over-leverage that transforms temporary declines into permanent impairment. The distinction between reported decline and actual drawdown matters enormously for risk calibration. Participants learn to respect volatility, recognizing that a series of modest monthly moves can aggregate into catastrophic annual losses. Rather than predicting outcomes, this scenario trains the mental discipline to stay rational when familiar assumptions collapse, building decision frameworks that serve through any market environment.