San Diego Historical Replay: 2015-07 to 2017-12
Replay 30 monthly bars from July 2015 to December 2017 as a city property boom decision-training scenario, with only a 0.4% max drawdown. Work through six decision points day by day, then receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2015-07 to 2017-12 · Property
Key facts
Peak-to-trough drawdown of 0.4% with a 14.9% run-up.
- Max drawdown
- −0.4%
- Max run-up
- +14.9%
- Largest single-month move
- +1.1%
- 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 San Diego city property market during July 2015 to December 2017 represents a textbook example of sustained bull momentum with minimal turbulence. This 30-month replay period captures a mature recovery phase in one of America's most desirable coastal markets. Participants face the challenge of navigating extended appreciation while maintaining disciplined position management through relatively quiet periods.
The price trajectory shows a steady advance from 214.59 to 246.26, delivering a solid 14.8% cumulative return over the 30 monthly bars. What stands out is the extraordinary stability—maximum drawdown never exceeded 0.4%, and the largest single monthly move registered only 1.1%. With six decision points including two critical junctures, this scenario tests whether traders can stay the course during extended periods of low volatility.
For decision training, this replay illuminates how psychological comfort can become a liability. When drawdowns remain negligible and daily fluctuations stay contained, the temptation grows to reduce protective stops or increase exposure. The real test is whether you maintain your process framework when the market offers no urgency. Low volatility environments teach patience but also hide the risk of complacency—skills honed here transfer directly to managing higher-stress periods with larger swings.