San Francisco Historical Replay: 2014-09 to 2017-02
Replay 30 months of San Francisco property history from September 2014, watching prices climb from 194.66 to 232.73 in a steady but shaky climb. Make decisions at each of 6 monthly checkpoints and receive an AI coach review of your choices in a simulated educational environment.
30 monthly bars · 6 decision points · 2014-09 to 2017-02 · Property
Key facts
Peak-to-trough drawdown of 0.9% with a 19.6% run-up.
- Max drawdown
- −0.9%
- Max run-up
- +19.6%
- Largest single-month move
- +3.0%
- 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
The replay takes us to San Francisco property markets in September 2014, a moment when the city was still riding the aftershocks of the previous decade's financial turbulence. Thirty months of monthly data stretch ahead, covering the 2010s recovery period when prices had already begun their ascent from post-crisis lows. Participants must navigate six decision checkpoints, including two critical moments, as they learn to read market signals in a low-volatility uptrend.
Prices climbed from 194.66 to 232.73 over the 30-month span, delivering a 19.6% total return that proved steady rather than spectacular. The journey was marked by remarkable stability—the maximum drawdown measured just 0.9%, while the largest single monthly move reached only 3.0%. This was an environment where patience was rewarded and dramatic reversals never materialized.
The replay teaches that low-volatility periods demand as much discipline as turbulent ones. With drawdown capped near zero, participants risk becoming complacent about stop-losses and position sizing. The modest 3.0% monthly swing serves as a reminder that even small moves require respect for risk management. Training in such environments builds the habits of systematic decision-making that serve traders well when conditions inevitably shift.
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