San Francisco Historical Replay: 2010-03 to 2012-08
Replay San Francisco's property market across 30 turbulent monthly bars from March 2010 to August 2012, navigating a 13.0% drawdown. Step through each historical day, face 6 critical decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2010-03 to 2012-08 · Property
Key facts
Peak-to-trough drawdown of 13.0% with a 14.2% run-up.
- Max drawdown
- −13.0%
- Max run-up
- +14.2%
- Largest single-month move
- +3.9%
- 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 early 2010 was emerging from one of the worst housing crashes in modern history. The period from March 2010 to August 2012 captured a fragile recovery phase where prices remained volatile and uncertain. Investors faced the challenge of navigating a market where underlying fundamentals were still being tested, and the path forward was anything but clear. The city that had once epitomized real estate ambition now confronted a more sobering reality of oversupply, tight credit, and cautious buyers.
The market delivered a modest overall gain of 4.1%, with prices moving from 136.74 to 142.37 over the 30-month span. However, this headline figure masked significant turbulence beneath the surface. A maximum drawdown of 13.0% tested investors' conviction, while the largest single monthly move of 3.9% demonstrated that volatility remained a defining characteristic of this recovery period. Those who focused only on the net outcome missed the essential story of how painful interim losses can be and how quickly sentiment could shift from month to month.
This scenario illustrates the critical importance of position sizing and emotional discipline during market recoveries. The 13.0% drawdown required investors to endure meaningful temporary losses to participate in eventual gains, a dynamic that separates patient practitioners from those driven by fear. The 3.9% single-bar swings underscore the danger of reactive decision-making during volatile stretches. With six decision points embedded in this replay, participants must practice distinguishing between genuine market signals and noise, while developing the psychological resilience to hold positions through adverse movements without abandoning their strategic framework.
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