San Diego Historical Replay: 1995-04 to 1997-09
Replay San Diego property markets across 30 monthly bars from April 1995 to September 1997, capturing a steady 4.6% close gain. Step through each historical day, navigate 6 decision points, and receive an AI coach review of your choices in this educational simulation.
30 monthly bars · 6 decision points · 1995-04 to 1997-09 · Property
Key facts
Peak-to-trough drawdown of 2.1% with a 6.6% run-up.
- Max drawdown
- −2.1%
- Max run-up
- +6.6%
- 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.
Event Replay
What happened — and what it teaches
San Diego's property market during this period represented a classic steady-advance environment within the 1990s cycle. Participants replaying these 30 monthly bars from April 1995 to September 1997 navigated a market delivering consistent but measured gains through six decision points, two marked as critical. The challenge was not dramatic crisis navigation but disciplined decision-making under conditions of modest volatility—where patience and process mattered more than bold tactical moves.
The market closed the period at 75.95 from an opening of 72.59, a 4.6% gain. This modest advance came with remarkably contained volatility: a maximum drawdown of just 2.1% and the largest single-bar move reaching only 1.3%. For decision-makers, this created a specific trap—the temptation to overtrade or seek higher returns when the market offered no urgent signals or dramatic swings to justify aggressive action.
This replay trains participants to maintain disciplined processes in low-excitement environments. The 2.1% maximum drawdown reminds us that even calm markets produce losses requiring composure. The 1.3% single-bar ceiling tests whether participants will second-guess modest adverse moves. Six decision points across thirty bars demand consistent application of strategy rather than reactive adjustments. The 1990s framing grounds the scenario in a historical boom period where such steady conditions were more common than spectacular crashes or rallies.
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