San Francisco Historical Replay: 2016-06 to 2018-11
Replay San Francisco's housing market across 30 months from June 2016 to November 2018, watching the index climb 16.1% from 228.46 to 265.18. Walk through 6 decision points month by month, face 2 critical forks, and receive an AI coach review after each simulated replay.
30 monthly bars · 6 decision points · 2016-06 to 2018-11 · Property
Key facts
Peak-to-trough drawdown of 1.7% with a 18.1% run-up.
- Max drawdown
- −1.7%
- Max run-up
- +18.1%
- 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 housing market during the 2010s offers a compelling case study in sustained urban growth. Between June 2016 and November 2018, replay participants confronted a 30-month window across one of America's most dynamic real estate landscapes. Six decision points were embedded in the scenario, with two serving as critical forks that tested participants' ability to read momentum and manage exposure in a high-demand metropolitan setting.
The index climbed from 228.46 to 265.18, delivering a 16.1% appreciation over the period. Yet the journey was anything but linear. Maximum drawdown reached only 1.7%, while the largest single-bar move measured 2.1%, suggesting a market that rewarded patience over reactive trading. These compressed ranges meant that timing discipline and position sizing became the primary differentiators between successful and unsuccessful replay outcomes.
For decision training, this replay teaches that quiet trends often present the greatest psychological challenge. When volatility is constrained at 1.7% drawdown and 2.1% monthly swings, the temptation to overtrade or second-guess position sizing grows. The scenario underscores the value of process over prediction: adhering to disciplined entry and exit rules during benign conditions builds the habits that matter when market character inevitably shifts. Participants learn that managing risk in stable periods is what preserves capital for the moments when conviction truly counts.