Minneapolis Historical Replay: 2003-06 to 2005-11
Replay 30 monthly bars of Minneapolis from 2003-06 to 2005-11, watching the index climb 19.6% to close at 170.34 with no drawdown. Step through each authentic trading day, face 6 decision points, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 2003-06 to 2005-11 · Property
Key facts
- Max run-up
- +19.6%
- Largest single-month move
- +1.5%
- 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
Minneapolis entered the subprime boom in mid-2003 as low interest rates fueled speculative appetite across American housing markets. The replay covers 30 monthly bars from June 2003 to November 2005, a period when the city rode a national wave of easy credit and rising demand. For a decision-trainer, the stakes were clear: navigate an upward trend with no obvious warning signals, decide when to hold or adjust, and do so under the psychological pressure of watching easy gains accumulate.
The index rose from 142.44 to 170.34, delivering a 19.6% gain over the full span. What stands out is the smoothness of the ascent: max drawdown registered 0.0% and the largest single monthly move measured just 1.5%. Participants encountered 6 decision points along the way, 2 of them flagged as critical. There were no sharp reversals to test conviction, no cliff-edge moments demanding split-second exits. The market simply climbed, month after month.
This scenario trains a different skill: remaining disciplined in the absence of pain. When drawdown stays at zero and volatility stays tame, the real test shifts to process and psychology. Overconfidence, anchoring on recent highs, and the temptation to overextend become the primary risks. Decision-takers must practice sticking to a method even when the market offers no urgency to do so, building habits that survive both calm runs and turbulent ones.
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