San Diego Historical Replay: 2009-05 to 2011-10
Step into a 30-bar San Diego property replay spanning 2009-05 to 2011-10, marked by a 7.4% drawdown and a 2.5% swing. Replay each month, navigate 6 decision points including 2 critical ones, and receive an AI coach review as you practice in a simulated capital environment.
30 monthly bars · 6 decision points · 2009-05 to 2011-10 · Property
Key facts
Peak-to-trough drawdown of 7.4% with a 13.8% run-up.
- Max drawdown
- −7.4%
- Max run-up
- +13.8%
- Largest single-month move
- +2.5%
- 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
The San Diego property market enters a critical phase between 2009-05 and 2011-10, a 30-month replay covering the fragile period after the housing crash. This scenario places participants at the intersection of two decades, where the wreckage of the 2000s real estate collapse meets the uncertain beginnings of the 2010s recovery. The central challenge: how to read a market finding its floor without falling into the trap of catching a falling knife.
The numbers tell a story of tentative recovery under the surface. Close moved from 145.06 to 152.86, delivering a modest 5.4% gain over the full span. Yet this aggregate figure obscures the turbulence beneath: a 7.4% maximum drawdown tested interim positions, while the largest single-bar move of 2.5% captured the kind of sharp monthly swings that can shake conviction. The market did not climb steadily upward; it lurched, dipped and recovered in ways that rewarded neither passive holding nor reactive trading.
The six decision points—including the two marked as critical—force participants to confront core training questions. Process asks whether entries and exits follow consistent logic rather than hope. Risk demands sizing positions that a 7.4% drawdown will not cripple. Psychology, perhaps most importantly, questions whether a participant can hold discipline through a 2.5% monthly swing that feels like chaos in real time. This replay is not about predicting the bottom; it is about building the habits that survive discovering one.
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