San Diego Historical Replay: 2016-03 to 2018-08
Walk through a 30-month San Diego property replay where prices climbed 16.3% with only a 0.5% drawdown. Replay each bar, face six decision points, and receive an AI coach review after the simulated run.
30 monthly bars · 6 decision points · 2016-03 to 2018-08 · Property
Key facts
Peak-to-trough drawdown of 0.5% with a 16.8% run-up.
- Max drawdown
- −0.5%
- Max run-up
- +16.8%
- 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 property market replay transports participants to a 30-month window spanning from 2016-03 to 2018-08, a period that captured the maturing phase of the 2010s real estate cycle. With six decision points embedded across the timeline—two designated as critical—the scenario challenges traders and analysts to navigate a market environment where directional conviction had to be balanced against the realities of a mature bull phase. This replay is designed to test how well participants can read momentum signals when the macro backdrop is supportive but valuations are no longer compelling on a relative basis.
The historical data reveals a market that delivered a net appreciation of 16.3%, with close prices moving from 221.29 to 257.32 over the course of the 30 monthly bars. The resilience of this market is perhaps best illustrated by its remarkably shallow max drawdown of just 0.5%, suggesting an almost uninterrupted upward trajectory. The largest single-bar move measured only 1.1%, indicating that even in periods of enthusiasm, price action remained contained and orderly. For anyone replaying this scenario bar by bar, the lack of dramatic volatility becomes both a comfort and a trap—complacency is a genuine risk when markets grind higher without apparent friction.
This replay ultimately distills into a lesson about risk calibration and decision discipline. The minimal drawdown and modest volatility demonstrate how even in forgiving market conditions, the two critical decision points demand full engagement. Participants must confront questions about position sizing, conviction levels, and the psychological comfort that comes from low volatility. The scenario teaches that a tight max drawdown environment can lull participants into underestimating tail risks or failing to stress-test their assumptions—a trap that replay practice is uniquely suited to expose and correct.
Featured in the archive