San Diego Historical Replay: 2011-03 to 2013-08
San Diego property prices rebounded 24.6% from March 2011 to August 2013, navigating a measured 4.2% drawdown along the way. Replay each monthly bar, tackle six decision points, and receive an AI coach review of your choices in this educational simulation.
30 monthly bars · 6 decision points · 2011-03 to 2013-08 · Property
Key facts
Peak-to-trough drawdown of 4.2% with a 28.9% run-up.
- Max drawdown
- −4.2%
- Max run-up
- +28.9%
- Largest single-month move
- +3.7%
- 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.
Related scenarios
- US 10-City Composite Historical Replay: 2011-03 to 2013-082011 · Lv.2
- US 20-City Composite Historical Replay: 2011-03 to 2013-082011 · Lv.3
- San Francisco Historical Replay: 2011-03 to 2013-082011 · Lv.4
- New York Historical Replay: 2011-03 to 2013-082011 · Lv.2
- Minneapolis Historical Replay: 2011-03 to 2013-082011 · Lv.4
- Boston Historical Replay: 2011-03 to 2013-082011 · Lv.2
Event Replay
What happened — and what it teaches
San Diego's property market in early 2011 was recovering from the subprime crisis aftermath. After years of decline, prices had reached a point where recovery seemed plausible but uncertain. The 2010s decade was just beginning, and investors faced a pivotal question: was this the start of a sustainable rebound or merely a temporary bounce? The stakes were significant—wrong timing could mean catching a falling knife or missing a generational entry point.
From March 2011 to August 2013, San Diego property prices staged a measured recovery, climbing from 153.88 to 191.78, a gain of 24.6%. The journey was not linear—the market navigated a 4.2% max drawdown along the way, with the largest single monthly move reaching 3.7%. Across 30 monthly bars spanning this formative period of the 2010s, price action exhibited both resilience and volatility, testing the conviction of anyone who entered during this transition from crisis to recovery.
This replay distills lessons in navigating recovery markets. The 4.2% drawdown reminds us that even correct directional calls involve interim pain requiring discipline to hold. The 3.7% single-bar volatility illustrates how sudden moves can trigger emotional responses that undermine strategy. With six decision points and two critical moments, participants practice the art of conviction versus caution—confirming trends without overthinking, managing risk without flinching. The educational value lies in experiencing the psychology of patience, the discipline of position management, and the humility required when volatility tests resolve.
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