Seattle Historical Replay: 2009-11 to 2012-04
Replay Seattle's 2009-11 to 2012-04 property collapse across 30 monthly bars, a period that erased 9.9% by close with a 13.2% drawdown. You step through each decision point day-by-day, then receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2009-11 to 2012-04 · Property
Key facts
Peak-to-trough drawdown of 13.2% with a 3.8% run-up.
- Max drawdown
- −13.2%
- Max run-up
- +3.8%
- Largest single-month move
- −2.4%
- 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 scenario drops you into Seattle's residential property market at the tail end of 2009, a moment when the city was still absorbing the aftershocks of the global financial crisis. Across the following 30 monthly bars—spanning from November 2009 through April 2012—you confront a market caught between fragile recovery hopes and persistent downward pressure. This was a period where even partial rallies were quickly reversed, testing every trader's conviction about when value had truly emerged. The stakes were clear: navigate a deteriorating macro environment without being caught in successive waves of further decline.
By the close of the replay window, Seattle's city-level price index had retreated from 148.56 to 133.84, a cumulative decline of 9.9%. The journey was not a straight line down—the largest single monthly move registered just 2.4%—but the compounding effect of persistent weakness produced a maximum drawdown of 13.2% from any peak. Six discrete decision points punctuated this stretch, two of which the scenario flags as critical junctures where the choice between holding, reducing exposure, or repositioning carried heightened consequence. The market never offered obvious capitulation signals; instead, it eroded capital through gradual, grinding attrition.
For decision training purposes, this replay forces confrontation with false recovery patterns and the psychological cost of premature conviction. The absence of dramatic single-day crashes makes it harder to justify timely exits, yet the aggregate 13.2% drawdown demonstrates that steady deterioration can be just as destructive as sudden collapse. Participants must practice disciplined position sizing, predefined exit triggers, and the uncomfortable habit of questioning their own assumptions about when "enough damage has been done." The 6 decision points serve as controlled rehearsals for real-world moments when patience and risk management diverge.
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