San Diego Historical Replay: 2008-08 to 2011-01
Replay San Diego's housing market from August 2008 through January 2011 across 30 monthly bars, capturing a 14.1% max drawdown. Make your own decisions at six branching points and receive an AI coach review after each replay.
30 monthly bars · 6 decision points · 2008-08 to 2011-01 · Property
Key facts
Peak-to-trough drawdown of 14.1% with a 14.3% run-up.
- Max drawdown
- −14.1%
- Max run-up
- +14.3%
- Largest single-month move
- −3.0%
- 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.
Related scenarios
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- Boston Historical Replay: 2008-08 to 2011-012008 · Lv.2
- Atlanta Historical Replay: 2008-08 to 2011-012008 · Lv.4
- Minneapolis Historical Replay: 2008-08 to 2011-012008 · Lv.4
Event Replay
What happened — and what it teaches
San Diego's housing market faced one of its most treacherous stretches from August 2008 through January 2011. Across 30 monthly data points spanning the late 2000s and early 2010s, the market was absorbing the full impact of the subprime mortgage crisis and its aftermath. Homeowners, investors, and analysts alike were navigating an environment where the usual metrics seemed unreliable, and every decision carried significant financial weight. The question was not just about surviving the downturn but understanding when, if ever, the market would stabilize.
The numbers reveal the depth of the challenge. Prices fell from 168.23 to 157.03, a -6.7% decline, but the path was far more volatile than the net figure suggests. The market experienced a maximum drawdown of 14.1%, with single-month swings reaching as large as 3.0%. Six decision points punctuated this period, two of which were particularly critical turning points where the trajectory could have shifted significantly depending on the choice made.
For decision training, this scenario exposes the psychological pressures of acting under uncertainty. A -6.7% net decline becomes more manageable when viewed through the lens of a 14.1% maximum drawdown, highlighting the importance of understanding not just endpoints but the journey. Traders learn to separate emotional reactions from calculated risk assessment, recognizing that volatility itself is not the enemy but a feature requiring disciplined management. The critical decision points serve as practice for high-stakes judgment calls where information is incomplete and consequences are real.
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