San Diego Historical Replay: 2009-11 to 2012-04
Thirty monthly bars trace a San Diego property drawdown of 9.9 percent across late 2009 into early 2012. In this simulated replay you step through each historical bar, face six decision points, and receive an AI coach review of your choices.
30 monthly bars · 6 decision points · 2009-11 to 2012-04 · Property
Key facts
Peak-to-trough drawdown of 9.9% with a 5.7% run-up.
- Max drawdown
- −9.9%
- Max run-up
- +5.7%
- Largest single-month move
- −1.5%
- 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
San Diego's property market entered the final phase of the global financial crisis in late 2009, facing the aftermath of the most severe housing collapse in generations. Over the next thirty months, from November 2009 through April 2012, investors and analysts watched monthly data bars trace a market still searching for stability. The stakes were high: understanding whether the worst had passed or whether further decline awaited required careful analysis of each emerging data point.
The market's performance across these thirty monthly bars revealed a modest but persistent decline. The index closed the period at 151.75, down 2.8 percent from the opening 156.06, but the journey was more turbulent than the net figure suggests. A maximum drawdown of 9.9 percent tested the resolve of anyone holding positions through this era, while the largest single monthly move of 1.5 percent demonstrated how quickly sentiment could shift. Six decision points, including two marked as critical, punctuated this period, demanding participants respond to shifting conditions without the benefit of hindsight.
This replay session tests several core competencies essential to long-term market survival. First, it demands disciplined risk management—the 9.9 percent drawdown reminds participants that even modest-seeming declines can test portfolio resilience. Second, it forces participants to make decisions under uncertainty with incomplete information, mirroring the real pressure faced by practitioners in 2009 and 2010. Finally, it reveals how psychological bias can distort judgment: interpreting a 1.5 percent monthly move as either a buying opportunity or a warning sign requires self-awareness about one's own risk tolerance and market assumptions. The goal is not to predict the future but to build the decision-making process that holds up under pressure.
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