San Francisco Historical Replay: 1996-03 to 1998-08
Replay San Francisco's property market across 30 monthly bars from March 1996 to August 1998, when prices climbed 28.0%. You step through the cycle, hit decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 1996-03 to 1998-08 · Property
Key facts
- Max run-up
- +28.0%
- Largest single-month move
- +2.2%
- 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 Francisco's property market entered a sustained growth phase during the 1990s. The 30-month window from March 1996 to August 1998 captures a classic boom cycle where prices climbed steadily without significant interruptions. This replay places you inside a market where the stakes involved recognizing momentum, managing positions through rising conditions, and understanding the psychological comfort of a market that simply kept going up. Six decision points are embedded throughout, two flagged as critical, challenging your ability to read signals and act decisively when the environment feels stable.
The numbers tell a story of steady appreciation. The market rose from a close of 65.92 to 84.41, delivering a cumulative return of 28.0% across the 30 monthly bars. Notably, the maximum drawdown was 0.0%, meaning there was no point during this period when a position would have shown a loss from peak to trough. The largest single-bar move was just 2.2%, reflecting moderate volatility rather than dramatic swings. These figures define a market that rewarded patience and consistency, where the absence of meaningful pullbacks created both opportunity and a particular kind of psychological risk.
This scenario teaches that smooth upward trends present their own decision-making challenges. With no drawdown to test conviction and limited daily volatility, the temptation to become complacent or overconfident grows. The two critical decision points force you to confront moments where apparent stability might mask shifting dynamics. Training here focuses on maintaining disciplined process even when the market offers no immediate reasons for alarm, and on recognizing that steady climbs still require active risk management and clear exit criteria.