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San Francisco Historical Replay: 2010-10 to 2013-03

PropertyCity IndexUSCollapse2010-10 to 2013-03Difficulty 3/5FreeView charts

Between 2010-10 and 2013-03, a 10.9% rebound from 138.84 to 153.96 hid a brutal 10.2% drawdown. Replay each monthly bar day-by-day, face six decision points, and receive an AI coach review on simulated property market lessons.

30K lines
6Decision points
3Difficulty
monthlyGranularity

30 monthly bars · 6 decision points · 2010-10 to 2013-03 · Property

Key facts

Peak-to-trough drawdown of 10.2% with a 23.5% run-up.

Max drawdown
−10.2%
Max run-up
+23.5%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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

Between 2010-10 and 2013-03, the San Francisco property market operated in the long shadow of the national housing crash. The Bay Area had proven more resilient than most American metros during the crisis, yet uncertainty lingered as the market tested whether a genuine bottom had formed. Replay participants would confront a market in tentative recovery, with six decision points — two critical — demanding disciplined risk management and clear thinking about when to stand firm and when to pivot.

The index rose from 138.84 to 153.96, delivering a 10.9% rebound over thirty monthly bars. Yet this respectable headline figure concealed a more turbulent reality: a maximum drawdown of 10.2% and single-bar moves reaching 3.9% tested the patience of even confident investors. The recovery was neither smooth nor linear, punishing those who mistook early strength for sustained momentum and rewarding those who sized positions to survive the inevitable pullbacks.

This replay teaches that apparent stability can mask hidden fragility. A 10.9% gain means little if a 10.2% drawdown wipes out your buffer before the recovery arrives. The two critical decision points train you to act on conviction under uncertainty — to resist recency bias, honor your process, and size positions so that surviving drawdowns remains possible. The lesson is timeless: in volatile markets, staying in the game through disciplined risk management matters more than chasing every percentage point of gain.