San Francisco Historical Replay: 2009-11 to 2012-04
Replay San Francisco from 2009-11 to 2012-04 as housing rolled through a turbulent 13.0% drawdown across 30 monthly bars. You step through each authentic day, face six decision points, and 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 13.0% with a 6.4% run-up.
- Max drawdown
- −13.0%
- Max run-up
- +6.4%
- Largest single-month move
- +3.4%
- 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
San Francisco's property market in late 2009 faced the lingering aftermath of the global financial crisis, with housing values still adjusting to a transformed landscape. This replay covers the period from November 2009 to April 2012, spanning 30 monthly bars as the market carved through the turbulent tail end of the 2000s decade and into the early 2010s. Six decision points punctuate this stretch, two of them critical, putting participants in the position of navigating uncertainty where a single misstep could mean the difference between preserving capital and compounding losses.
The close moved from 136.63 to 130.23, a modest -4.7% decline over the full period. Yet that headline figure conceals a grimmer reality: the market endured a maximum drawdown of 13.0% and its largest single-bar move reached 3.4%. These figures illustrate how a sideways or mildly negative trend can contain pockets of sharp volatility that test any position. Participants who treated the apparent stability as an invitation to relax risk management would have been caught off guard by the intermittent spikes that defined this stretch.
This scenario trains participants to look beyond aggregate performance and interrogate the internal texture of a market. Confronting six decision points, two of them critical, cultivates the habit of sizing positions and setting stops with the drawdown ceiling in mind rather than the expected return. The psychological dimension is equally vital: staying disciplined when a market drifts sideways yet jolts unpredictably demands emotional resilience that cannot be simulated in theory alone. The replay demonstrates that survival in choppy conditions depends on process and composure, not on predicting the next 3.4% move.
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