San Diego Historical Replay: 2021-06 to 2023-11
Replay 30 monthly bars of San Diego property from 2021-06 to 2023-11, navigating an 11.4% drawdown as rates rose and prices turned. Step through decision points day by day with simulated capital and receive an AI coach review of your choices.
30 monthly bars · 6 decision points · 2021-06 to 2023-11 · Property
Key facts
Peak-to-trough drawdown of 11.4% with a 22.4% run-up.
- Max drawdown
- −11.4%
- Max run-up
- +22.4%
- 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
In mid-2021, San Diego's residential market was riding a multi-year surge as ultra-low mortgage rates fueled buyer demand. The replay spans 30 monthly bars through November 2023, a period when the Federal Reserve launched one of the most aggressive rate-hiking campaigns in decades. Participants face the challenge of navigating a market that peaked and began to show cracks as borrowing costs climbed, with an 11.4% drawdown testing conviction and risk discipline.
The scenario captures a 19.2% nominal appreciation from 349.64 to 416.76 over the full period, yet the journey was far from linear. A maximum drawdown of 11.4% punctuated the advance, while the largest single monthly swing reached 4.5%, creating moments of sharp uncertainty. Six decision points punctuate the replay, including two critical junctures where positioning choices likely determined whether participants protected capital or rode out volatility.
This replay trains participants to read macro signals, manage exposure during momentum reversals, and stay psychologically steady when headlines turn pessimistic. The 11.4% drawdown becomes a sandbox for testing stop-loss thinking and position sizing without real capital at risk. By replaying these historical inflection points, decision-makers internalize the importance of process over prediction, building habits that transfer to future volatile markets.
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