San Francisco Historical Replay: 1995-04 to 1997-09
Replay 30 monthly bars of San Francisco property from April 1995 to September 1997, watching the index climb 11.4% with only a 2.7% drawdown. Step through six decision points, see how each choice altered your path, and receive an AI coach review of your simulated reasoning.
30 monthly bars · 6 decision points · 1995-04 to 1997-09 · Property
Key facts
Peak-to-trough drawdown of 2.7% with a 13.4% run-up.
- Max drawdown
- −2.7%
- Max run-up
- +13.4%
- Largest single-month move
- +1.9%
- 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
Between 1995 and 1997, San Francisco property was entering a sustained expansion phase that would define the decade for the city. This replay places you inside 30 monthly bars stretching from April 1995 to September 1997, with six decision points—two marked as critical—testing how you read momentum in a steadily climbing market. The core tension: the trend was your friend, but small pullbacks asked whether you trusted the direction or flinched at the first sign of hesitation. What was truly at stake here was building conviction while remaining responsive to changing conditions.
The index rose from 67.08 to 74.76, delivering an 11.4% return over the period. That headline number conceals a messier journey: the maximum drawdown hit 2.7%, and the largest single monthly move reached 1.9%. In other words, there were moments when the market shifted sharply enough to demand a response, yet the overall trajectory remained reliably upward. Navigating those moments—knowing when a pullback was noise and when it warranted action—is exactly what the decision points were designed to surface.
This scenario distills a crucial lesson about volatility management in trending markets. A 1.9% monthly swing can feel alarming if you're watching daily, yet it fits comfortably within a 2.7% max drawdown during a healthy advance. The six decision points train you to act on process rather than emotion: Do you add, hold, or reduce as each bar resolves? The two critical junctures likely presented moments where patience or boldness made the difference between following the trend to its conclusion or stepping off prematurely. History does not repeat, but it rhymes—and studying periods like this one sharpens the instincts needed when the next similar rhythm arrives.
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