San Diego Historical Replay: 2020-10 to 2023-03
Replay San Diego's property market from October 2020 through March 2023, capturing a 34.6% climb and a 11.4% drawdown across 30 monthly bars. Step through each historic bar, face six decision points, and receive AI coach feedback in this simulated training environment.
30 monthly bars · 6 decision points · 2020-10 to 2023-03 · Property
Key facts
Peak-to-trough drawdown of 11.4% with a 46.1% run-up.
- Max drawdown
- −11.4%
- Max run-up
- +46.1%
- Largest single-month move
- +4.5%
- 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 residential property market entered the final quarter of 2020 in a state of transition. Following the disruptions of the early pandemic period, buyers and sellers were recalibrating expectations across the 2020s decade. This replay spans 30 monthly bars from October 2020 through March 2023, presenting participants with six decision points—two of them critical—against a backdrop of evolving market dynamics that would test both timing and conviction.
The closing index moved from 292.89 to 394.13, representing a cumulative gain of 34.6% across the period. The journey was far from linear: a maximum drawdown of 11.4% tested risk management discipline, while the largest single monthly swing of 4.5% demanded composure during volatility. These metrics frame a market that rewarded patient participants but extracted a meaningful toll through intermediate corrections.
This replay sharpens the skill of distinguishing noise from genuine trend shifts. Participants practice sizing decisions when drawdowns approach historical norms and resisting the urge to capitulate during routine monthly reversals. The educational value lies in internalizing that even a market delivering substantial returns will punish those who fail to respect volatility, position sizing, and emotional discipline.
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