Seattle Historical Replay: 2014-09 to 2017-02
Replay 30 monthly bars of Seattle property from September 2014 to February 2017, watching the index climb 24.1% from 170.31 to 211.32. Face six decision points in simulated capital only and receive an AI coach review of your historical choices.
30 monthly bars · 6 decision points · 2014-09 to 2017-02 · Property
Key facts
Peak-to-trough drawdown of 0.9% with a 25.2% run-up.
- Max drawdown
- −0.9%
- Max run-up
- +25.2%
- Largest single-month move
- +2.4%
- 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
Seattle's property market entered a sustained uptrend from September 2014 through February 2017, a 30‑month window that tested investors navigating an increasingly optimistic environment. The scenario places participants in simulated capital positions at six decision points—two flagged as critical—amid a broader recovery narrative that reshaped the 2010s housing landscape. What was at stake was not merely portfolio performance but the development of disciplined judgment under gradually rising conditions.
Over the course of those 30 monthly bars, the index advanced from 170.31 to 211.32, a gain of 24.1%. The journey was notably smooth, with a maximum drawdown of just 0.9% and a largest single‑bar move of 2.4%. These modest figures reflect an environment where pullbacks were shallow and momentum persisted month after month, rewarding those who maintained conviction while remaining alert to subtle shifts in momentum.
For decision training, this replay emphasizes patience and process over prediction. A 24.1% return achieved with minimal volatility demonstrates how steady exposure can compound results without requiring dramatic tactical moves. The two critical decision points offer practice in recognizing when conviction warrants holding positions versus when external signals demand reassessment. The shallow drawdowns underscore that even gentle markets carry psychological weight—small losses feel disproportionate when the trend feels easy to read. Trainees learn to distinguish between genuine risk signals and the anxiety that arises from normal short‑term fluctuation.
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