Seattle Historical Replay: 2010-03 to 2012-08
Replay 30 months of Seattle property history from March 2010 through August 2012, a period marked by a 12.3% drawdown and monthly swings up to 2.6%. Walk through six decision points step by step, then receive an AI coach review of your simulated choices in this educational market-replay.
30 monthly bars · 6 decision points · 2010-03 to 2012-08 · Property
Key facts
Peak-to-trough drawdown of 12.3% with a 9.9% run-up.
- Max drawdown
- −12.3%
- Max run-up
- +9.9%
- 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
Seattle's property market entered March 2010 in the fragile aftermath of the financial crisis, with investors uncertain whether the worst had passed. Over the next 30 months, the city navigated a grinding recovery marked by persistent uncertainty in employment, credit availability, and buyer confidence. Six decision points punctuated this stretch, two of which demanded particularly careful judgment as the market tested support levels and investor conviction.
The headline outcome appears modest: prices drifted from 143.72 to 141.69, a decline of just 1.4% over the full period. Yet this aggregate figure conceals the turbulence beneath. The market absorbed a maximum drawdown of 12.3%, with individual monthly bars swinging as much as 2.6%—episodes that would have tested the resolve of any participant managing actual capital. The path was anything but smooth, even if the destination looked similar to the starting point.
For decision trainees, this replay illustrates how aggregate returns can mask the psychological demands of holding through volatility. The critical decision points likely coincided with drawdown peaks, forcing participants to choose between reducing exposure and maintaining conviction. The 2.6% single-month moves serve as a reminder that even monthly data can contain sharp intraperiod swings that challenge risk management frameworks. Navigating such environments requires both a clear process and awareness of how stress can distort judgment.
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