San Diego Historical Replay: 2017-04 to 2019-09
Replay San Diego property data across 30 monthly bars from 2017-04 to 2019-09, watching the index climb 10.8% to 263.1. Step through each decision point in this educational simulation, then receive an AI coach review of your choices.
30 monthly bars · 6 decision points · 2017-04 to 2019-09 · Property
Key facts
Peak-to-trough drawdown of 2.8% with a 11.0% run-up.
- Max drawdown
- −2.8%
- Max run-up
- +11.0%
- 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
San Diego's property market entered April 2017 in a phase of sustained recovery, with the index hovering around 237.46. Over the following thirty months through September 2019, participants faced a market characterized by steady appreciation rather than dramatic swings. The scenario recreates six decision points, two deemed critical, against this backdrop of moderate but consistent growth during the broader 2010s real estate cycle.
The index ultimately climbed to 263.1, delivering a total return of 10.8% across the replay period. Despite this positive trajectory, the journey was not linear—a maximum drawdown of 2.8% tested conviction at various stages, while the largest single monthly advance reached just 1.1%. Participants who maintained disciplined approaches through these modest fluctuations were better positioned to capture the cumulative gains that defined this era.
This replay teaches that sustainable returns often emerge from process discipline rather than dramatic market timing. In low-volatility bullish environments, the temptation to overtrade or overhedge frequently destroys value that patient positioning would otherwise capture. The 2.8% drawdown serves as a realistic stress test for this market segment, and understanding how one responds psychologically to even small losses distinguishes skilled practitioners from impulsive ones. With six decision points embedded across thirty months, the scenario reinforces that consistent, well-reasoned choices compound into meaningful outcomes over time.