Minneapolis Historical Replay: 1994-04 to 1996-09
Replay Minneapolis property markets across 30 monthly bars from 1994-04 to 1996-09, with the index climbing from 73.18 to 78.89. Walk through six decision points, including two critical ones, and let the AI coach review your choices in this educational simulation.
30 monthly bars · 6 decision points · 1994-04 to 1996-09 · Property
Key facts
Peak-to-trough drawdown of 0.8% with a 8.3% run-up.
- Max drawdown
- −0.8%
- Max run-up
- +8.3%
- Largest single-month move
- +1.3%
- 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 replay transports us to Minneapolis property markets in the early 1990s, a period when the American Midwest was experiencing steady, measured economic expansion. Over 30 monthly bars stretching from April 1994 to September 1996, players confront six decision points—two flagged as critical—amid a market that rewards patience and discipline over dramatic tactical swings. The central question is not whether to chase explosive gains, but how to navigate a slow burn without losing conviction.
The index moved from 73.18 to 78.89, delivering a total return of 7.8% across the full span. What stands out is the calm: the maximum drawdown reached just 0.8%, and the largest single monthly bar amounted to only 1.3%. These figures define a market that rewarded steady holding rather than frequent repositioning. Anyone expecting sharp reversals or trend acceleration would have found little drama here—the lesson being that not every historical period delivers the volatility traders might prefer.
For decision training, this scenario forces participants to confront the psychological difficulty of maintaining process discipline in unexciting conditions. Small moves and minimal setbacks tempt complacency or premature exits. The two critical decision points likely test whether players can stick to their reasoning when external feedback is muted. Ultimately, the Minneapolis boom teaches that risk management is not only about surviving dramatic downturns—it is equally about preserving capital and clarity when the market offers almost nothing to react to.
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