San Diego Historical Replay: 2010-10 to 2013-03
San Diego home prices crawled 4.9% higher across 30 turbulent months ending March 2013, hitting a 7.1% drawdown along the way. Step through each monthly bar, navigate 6 decision points, and receive AI coach feedback in this simulated historical replay.
30 monthly bars · 6 decision points · 2010-10 to 2013-03 · Property
Key facts
Peak-to-trough drawdown of 7.1% with a 12.8% run-up.
- Max drawdown
- −7.1%
- Max run-up
- +12.8%
- Largest single-month move
- +2.2%
- 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 home prices crawled 4.9% higher across 30 turbulent months ending March 2013, hitting a 7.1% drawdown along the way. This period placed investors in the aftermath of the housing crisis, navigating a market that offered neither clear momentum nor catastrophic collapse. The stakes were significant: decisions made here would determine whether participants could preserve capital while positioning for eventual recovery, or fall victim to the lingering uncertainty that defined the post-crisis landscape.
The data tells a story of modest gains wrapped in volatility. Prices moved from 159.99 to 167.84 over 30 monthly bars, representing a 4.9% total appreciation. Yet this seemingly modest journey included a maximum drawdown of 7.1% and a largest single-bar move of 2.2%, meaning participants faced real interim losses even as the long-term trend ground upward. Six decision points punctuated this trajectory, with two marked as critical, demanding participants demonstrate conviction at moments when the market offered no clear consensus on direction.
The scenario teaches that survival in a sideways, volatile recovery requires discipline over prediction. Investors who fixated on short-term fluctuations likely found themselves shaken by the 7.1% drawdown despite the eventual positive outcome. The two critical decision points simulate moments where patience and process outperform reactive hedging. For training purposes, the takeaway centers on risk management during uncertain markets: define acceptable loss beforehand, maintain systematic decision frameworks, and build psychological resilience to withstand periods where the market offers neither clear trends nor easy answers.