San Francisco Historical Replay: 1998-03 to 2000-08
Replay the San Francisco property boom of 1998-03 to 2000-08 and watch prices climb 54.8% across 30 monthly bars. You will navigate six decision points, including two critical moments, with AI coach review on simulated capital.
30 monthly bars · 6 decision points · 1998-03 to 2000-08 · Property
Key facts
Peak-to-trough drawdown of 0.7% with a 54.8% run-up.
- Max drawdown
- −0.7%
- Max run-up
- +54.8%
- Largest single-month move
- +4.1%
- 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
In the late 1990s, the San Francisco property market was riding a powerful wave of economic optimism fueled by the technology sector. This replay scenario covers the period from March 1998 to August 2000, spanning 30 monthly bars across two decades. Participants entering this environment faced a market that seemed to defy gravity, yet carried the hidden tensions of an overheating economy on the brink of transformation.
The numbers tell a compelling story of sustained momentum. Prices climbed from a close of 77.48 to 119.95, delivering a 54.8% return over the data span. Remarkably, the maximum drawdown was only 0.7%, and the largest single monthly move reached just 4.1%. These statistics reveal a market characterized by steady appreciation rather than explosive volatility—a seemingly gentle climb that nonetheless required disciplined navigation.
This scenario excels as a decision-training exercise precisely because it challenges conventional risk assumptions. A 0.7% maximum drawdown creates an environment where participants may become overconfident, while six decision points (including two critical moments) test one's commitment to process during extended runs of apparent success. The lesson here is not about predicting tops or bottoms, but about maintaining systematic position management and emotional equilibrium when markets move quietly and consistently upward. Successful participants learn that low volatility periods can breed complacency, and that disciplined process matters as much in calm markets as in turbulent ones.
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