New York Historical Replay: 1989-03 to 1991-08
Step into 30 monthly bars of New York property history from March 1989 to August 1991, watching the index slide 10.1% into crisis. You will replay each market day, navigate 6 decision points, and receive an AI coach review of your choices in a simulated environment.
30 monthly bars · 6 decision points · 1989-03 to 1991-08 · Property
Key facts
Peak-to-trough drawdown of 13.2% with a 3.6% run-up.
- Max drawdown
- −13.2%
- Max run-up
- +3.6%
- Largest single-month move
- −1.3%
- 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.
Related scenarios
- US 10-City Composite Historical Replay: 1989-03 to 1991-081989 · Lv.1
- San Diego Historical Replay: 1989-03 to 1991-081989 · Lv.2
- San Francisco Historical Replay: 1989-03 to 1991-081989 · Lv.2
- Boston Historical Replay: 1989-03 to 1991-081989 · Lv.2
- Minneapolis Historical Replay: 1989-01 to 1991-061989 · Lv.1
- Phoenix Historical Replay: 1989-01 to 1991-061989 · Lv.1
Event Replay
What happened — and what it teaches
The New York property market enters a turbulent phase spanning 30 monthly bars from March 1989 to August 1991. Against the backdrop of the Savings and Loan crisis that had begun reshaping American financial markets, New York's real estate index faced mounting pressures. This era straddled the transition between the 1980s and 1990s, a period when regional property bubbles were deflating across the United States. Six decision points await, including two critical junctures where positioning could mean the difference between preservation and significant capital impairment.
Over the 30-month period, the index declined from 83.27 to 74.9, a cumulative retreat of -10.1%. The max drawdown reached 13.2%, testing the resolve of any investor holding through this contraction. What stands out is the largest single-bar move of just 1.3%, suggesting this was not a crash but a grinding erosion, month after month, that punished those who failed to adapt to the new reality.
For decision trainees, this replay offers a classroom in humility and discipline. The gradual nature of the decline means early warning signals were subtle, demanding careful monitoring of broader economic context rather than dramatic price action. The two critical decision points likely forced choices between holding positions and reducing exposure, each with consequences that rippled through the remaining months. This scenario teaches that crisis management is not only about surviving sudden shocks but also about navigating slow-burning downturns with clear process and psychological resilience.
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