Seattle Historical Replay: 2008-01 to 2010-06
Replay 30 monthly bars of Seattle property from January 2008 to June 2010, a span that ended with a 19.2% decline from 181.62 to 146.83 and a 21.0% peak drawdown. Walk through six decision points, including two critical ones, with AI coach feedback in a simulated educational setting.
30 monthly bars · 6 decision points · 2008-01 to 2010-06 · Property
Key facts
Peak-to-trough drawdown of 21.0% with a 2.3% run-up.
- Max drawdown
- −21.0%
- Max run-up
- +2.3%
- 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
The replay transports you to the Seattle property market at the dawn of 2008, as the global financial crisis began to unfold. Over the next 30 monthly bars, extending through June 2010, you will confront the cascading effects of a credit collapse that devastated real estate across the American Northwest. This was not a gradual erosion but a sharp, volatile descent that forced every market participant to confront difficult choices about when to hold, when to adjust, and when to accept losses.
The numbers tell the story: the market closed at 181.62 in January 2008 and fell to 146.83 by June 2010, a cumulative decline of -19.2%. The peak-to-trough drawdown reached 21.0%, with individual monthly swings as large as 3.6%. Six decision points punctuated this period, two of which were critical inflection moments that would have tested even seasoned investors. The volatility was relentless, with price movements that could swing dramatically month to month.
This scenario strips away the clarity of hindsight and asks you to navigate in real time. You will learn that losing positions requires as much discipline as winning ones, and that volatility itself becomes a risk factor demanding careful management. The two critical decisions were not about market timing accuracy but about risk control, position sizing, and maintaining emotional equilibrium when your assumptions are challenged. By working through these moments without knowing the outcome, you develop the psychological resilience and analytical rigor needed to handle actual market turbulence.
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