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Seattle Historical Replay: 2006-02 to 2008-07

PropertyCity IndexUSCrash2006-02 to 2008-07Difficulty 2/5FreeView charts

Replay 30 monthly bars from 2006-02 to 2008-07 as Seattle property prices slipped from a close of 167.09 down through an 8.2% drawdown. Step through each historical decision point, weigh your simulated choices, and receive an AI coach review of your reasoning.

30K lines
6Decision points
2Difficulty
monthlyGranularity

30 monthly bars · 6 decision points · 2006-02 to 2008-07 · Property

Key facts

Peak-to-trough drawdown of 8.2% with a 15.1% run-up.

Max drawdown
−8.2%
Max run-up
+15.1%
Largest single-month move
−1.8%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 early 2006, Seattle's residential market entered a treacherous phase as the broader US subprime crisis began unfolding. Over the next 30 months, monthly data painted a picture of sustained pressure on property valuations, with six decision points embedded within this downward slide. The stakes were clear: participants had to navigate declining sentiment, manage exposure to a contracting market, and avoid the psychological trap of hoping for a quick reversal. The 2000s decade was proving that city-level property was not immune to systemic risk.

The numbers tell a nuanced story. Prices began the replay at a close of 167.09 and ultimately settled at 176.51, yielding a modest 5.6% net gain. Yet this headline figure conceals an 8.2% maximum drawdown along the way, with the largest single monthly move reaching just 1.8%. The market did not crash in a single dramatic collapse but rather eroded steadily, testing the resolve of anyone holding positions through the trough. The path from start to finish was not straight; it wound through persistent volatility that rewarded neither passive hope nor reckless averaging down.

This replay sharpens three core skills. First, it demands disciplined position sizing: an 8.2% drawdown can devastate an oversized allocation even if the final close is positive. Second, it teaches that volatility and direction are separate dimensions—a market can be volatile yet deliver uninspiring returns. Third, it exposes psychological risk: the temptation to abandon strategy at the bottom or overextend at the first recovery signal. Working through six decision points, including two critical junctures, trainees must articulate why they act, not merely what they expect, building the habit of process-driven reasoning that outlasts any single outcome.