San Francisco Historical Replay: 2009-05 to 2011-10
Replay San Francisco's property market across 30 turbulent monthly bars between 2009-05 and 2011-10, watching the index navigate a 9.4% drawdown before recovering 10.1%. You make each decision point yourself, then receive an AI coach review of how your choices compared with history. Simulated capital, educational use only.
30 monthly bars · 6 decision points · 2009-05 to 2011-10 · Property
Key facts
Peak-to-trough drawdown of 9.4% with a 19.2% run-up.
- Max drawdown
- −9.4%
- Max run-up
- +19.2%
- Largest single-month move
- +3.8%
- 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
- US 10-City Composite Historical Replay: 2009-05 to 2011-102009 · Lv.1
- US 20-City Composite Historical Replay: 2009-05 to 2011-102009 · Lv.1
- Boston Historical Replay: 2009-05 to 2011-102009 · Lv.1
- New York Historical Replay: 2009-05 to 2011-102009 · Lv.1
- San Diego Historical Replay: 2009-05 to 2011-102009 · Lv.2
- Phoenix Historical Replay: 2009-05 to 2011-102009 · Lv.1
Event Replay
What happened — and what it teaches
The San Francisco property market replay covers May 2009 to October 2011, spanning 30 monthly bars. This period placed participants in the volatile aftermath of the 2000s housing crash, navigating the fragile early recovery of the 2010s. Players face 6 decision points, including 2 critical moments, as they learn to read market signals during genuine uncertainty. The core challenge: how to act when history offers no clear roadmap.
The index rose from 120.16 to 132.34, delivering a 10.1% return over the full span. Yet the journey proved turbulent. A 9.4% maximum drawdown tested endurance, while the largest single-bar move of 3.8% demanded composure under sudden pressure. These figures capture not just price action but the emotional rollercoaster investors endured through two decades of housing volatility.
This replay teaches that volatility itself is not the enemy—how one responds to it defines outcomes. The 6 decision points force deliberate choices rather than passive holding. Participants confront risk management in real time: accepting drawdowns as inevitable, resisting overreaction to single bars, and maintaining process discipline through uncertainty. Psychologically, the scenario isolates whether investors can stay rational when the 3.8% swings test conviction. It is historical training, not prediction.
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