San Francisco Historical Replay: 2016-03 to 2018-08
Replay San Francisco property from March 2016 to August 2018 across 30 monthly bars of an authentic boom. Step through each day, face 6 decision points including 2 critical ones, and receive an AI coach review on simulated capital.
30 monthly bars · 6 decision points · 2016-03 to 2018-08 · Property
Key facts
Peak-to-trough drawdown of 0.4% with a 20.5% run-up.
- Max drawdown
- −0.4%
- Max run-up
- +20.5%
- Largest single-month move
- +2.1%
- 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
San Francisco's residential market entered a sustained boom period from March 2016, a time when Bay Area property values were climbing relentlessly amid tight inventory and robust tech-sector demand. Over the next 30 monthly bars, players face the challenge of navigating a market that delivered solid returns while testing discipline during an extended uptrend. Six decision points punctuate this replay, with two critical junctures demanding participants choose between holding positions through momentum or adjusting exposure as conditions evolved.
The market closed the period at 268.88, rising from 223.87 for a total appreciation of 20.1%. What stands out is the calm trajectory of this advance—maximum drawdown never exceeded 0.4%, and the largest single monthly move registered just 2.1%. These statistics reveal a market that rewarded steady participation rather than dramatic timing, offering a stark contrast to volatile instruments that punish hesitation or overreaction.
For decision training, this replay emphasizes process over prediction. Participants must practice position sizing and risk management in an environment where the primary danger iscomplacency rather than catastrophic loss. The psychology lesson centers on maintaining discipline when drawdowns are negligible and momentum feels permanent. Two critical decision points force learners to confront the temptation to overtrade in a low-volatility trend, reinforcing the value of pre-defined rules over reactive intuition.
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