San Francisco Historical Replay: 2021-02 to 2023-07
Replay San Francisco property from Feb 2021 through Jul 2023 across 30 monthly bars, capturing a 17.2% peak-to-trough drawdown. Step through each historical decision point day by day, then receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2021-02 to 2023-07 · Property
Key facts
Peak-to-trough drawdown of 17.2% with a 32.0% run-up.
- Max drawdown
- −17.2%
- Max run-up
- +32.0%
- Largest single-month move
- −4.3%
- 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 offers a compelling case study in how macroeconomic forces reshape urban property values. This replay spans 30 monthly bars from February 2021 through July 2023, a period that captured the tail end of pandemic-era demand surges and the onset of aggressive monetary tightening. Participants navigate a market where the stakes were substantial: positioning decisions could mean the difference between capitalizing on peak valuations or absorbing significant paper losses during the correction phase.
The aggregate outcome tells only part of the story. The market rose from a starting level of 298.41 to close at 351.31, delivering a net gain of 17.7%. Yet this headline figure obscures a 17.2% peak-to-trough drawdown that tested any long-side conviction. The largest single monthly swing of 4.3% provided a taste of the volatility that can materialize when rate expectations shift abruptly. Six distinct decision points punctuate the timeline, with two designated as critical junctures where positioning decisions carried heightened consequence.
For decision training purposes, this scenario illuminates the gap between directional foresight and risk management discipline. Even participants who correctly anticipated long-term appreciation would have faced psychological strain during the drawdown phase. The replay teaches that surviving volatility requires pre-defined risk parameters, clear escalation protocols, and the emotional resilience to distinguish between signal and noise. Process mastery, not prediction accuracy, ultimately determines whether a strategy survives the inevitable periods when paper losses test an investor's conviction.
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