San Francisco Historical Replay: 1993-03 to 1995-08
Replay 30 monthly bars of San Francisco property data from March 1993 through August 1995, navigating a narrow 1.0% net move and a 3.2% drawdown. You make day-by-day decisions at 6 keypoints, including 2 critical ones, then receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 1993-03 to 1995-08 · Property
Key facts
Peak-to-trough drawdown of 3.2% with a 4.0% run-up.
- Max drawdown
- −3.2%
- Max run-up
- +4.0%
- Largest single-month move
- +1.0%
- 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
This replay drops you into the San Francisco property market as it emerged from the early 1990s recession, a period of cautious optimism and fragile recovery. Between March 1993 and August 1995, you confront 30 monthly bars of data, making decisions at 6 key inflection points—2 of them critical junctures where your choices carry heightened consequence. The market appeared stable, yet the 1990s urban property sector was navigating uncertain terrain between lingering post-recession caution and the early stirrings of renewed demand.
The market closed at 67.09 in March 1993 and finished at 67.78 by August 1995—a mere 1.0% net gain across the entire period. Yet this headline figure conceals the turbulence beneath. The maximum drawdown of 3.2% reveals that the market dipped meaningfully before recovering, and the largest single monthly move of 1.0% matched the total period return—meaning a single volatile bar could deliver what took two years to accumulate. This pattern exemplifies false breakouts, whipsaw dynamics, and the frustration of a market that gives back gains as quickly as it generates them.
This scenario teaches the psychology of sideways markets, where patience is tested and conviction is punished. The lesson centers on process discipline: distinguishing between noise-driven volatility and genuine trend signals requires emotional detachment. Risk management here means accepting small losses during drawdowns without abandoning a sound framework, while avoiding overtrading triggered by each 1.0% swing. The broader historical context reminds participants that significant decades often begin with unremarkable, grinding periods where the real test is psychological endurance rather than bold action.
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