San Diego Historical Replay: 2008-12 to 2011-05
Replay the 2008-12 to 2011-05 U.S. city property collapse across 30 monthly bars and a 6.8% drawdown. Step through decision points one historical month at a time, then receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2008-12 to 2011-05 · Property
Key facts
Peak-to-trough drawdown of 6.8% with a 14.3% run-up.
- Max drawdown
- −6.8%
- Max run-up
- +14.3%
- 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
The U.S. city property market entered December 2008 as the Global Financial Crisis was reshaping the economic landscape. After the national housing bubble burst beginning in 2006, prices had been in freefall across the country. The 30-month window from December 2008 to May 2011 represented a critical phase where markets were attempting to find equilibrium while unemployment rose and credit remained tight. What was at stake was not just capital preservation but the fundamental question of when and how to act when traditional valuation landmarks had collapsed.
Over the replay period, the market delivered a marginal recovery, with prices moving from 152.16 to 154.78, a gain of just 1.7%. Beneath this headline figure lay significant turbulence: the maximum drawdown reached 6.8%, and the largest single monthly swing was 2.6%. Across the 30 monthly bars, participants faced six decision points, with two marked as critical moments where positioning would significantly influence outcomes.
This replay teaches that market bottoms are rarely obvious in real time. The subtle 1.7% gain over 30 months rewarded patience but punished premature conviction, as the 6.8% drawdown could have shaken less disciplined participants. The scenario demands attention to risk management, emotional control under drawdown pressure, and the humility to question whether historical assumptions about property still apply in a structurally broken market.
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