San Diego Historical Replay: 1989-03 to 1991-08
Replay 30 monthly bars of San Diego's property market from March 1989 to August 1991, navigating a 6.1% drawdown across six decision points. Make simulated choices day-by-day, then receive an AI coach review of your historical reasoning.
30 monthly bars · 6 decision points · 1989-03 to 1991-08 · Property
Key facts
Peak-to-trough drawdown of 6.1% with a 16.4% run-up.
- Max drawdown
- −6.1%
- Max run-up
- +16.4%
- 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 Diego's property market entered a turbulent chapter as the 1980s gave way to the 1990s, grappling with the aftermath of the nationwide Savings and Loan crisis. Regional housing prices had begun to buckle under the weight of overbuilding and lending institution failures, creating an uncertain backdrop for investors and analysts navigating this historical period. The stakes were considerable: understanding how regional credit contractions translate into real estate volatility, and whether market timing decisions could preserve capital during a structural downturn.
The replay spans thirty monthly bars from March 1989 through August 1991, tracking a market that ultimately closed at 82.47, rising from an opening of 73.92 for an 11.6% total return. Yet this nominal gain obscures the journey: participants faced a maximum drawdown of 6.1% and navigated six decision points, including two critical junctures where positioning could have determined whether one weathered the volatility or capitulated at a loss. The largest single monthly move registered just 2.1%, suggesting that the danger lay not in dramatic crashes but in cumulative erosion and the psychological temptation to abandon strategy during prolonged uncertainty.
This scenario distills essential lessons in risk calibration and emotional discipline. A 6.1% drawdown may appear modest on paper, yet it tests conviction when paper losses persist month after month and rationale remain ambiguous. The two critical decision points underscore that in range-bound, low-volatility markets, the cost of inaction often equals the cost of error—position sizing and entry timing become the true determinants of outcome. Participants learn that historical context matters as much as price action: recognizing structural crises (banking failures, credit contractions) informs appropriate sizing, while accepting that even favorable long-term outcomes require navigating unfavorable intermediate periods.
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