Minneapolis Historical Replay: 2004-04 to 2006-09
Replays Minneapolis property from April 2004 through September 2006, when monthly closes rose 12.4% into the housing peak. You step through each monthly bar, face six decision points with two critical, and receive an AI coach review of your choices in a simulated, educational environment.
30 monthly bars · 6 decision points · 2004-04 to 2006-09 · Property
Key facts
Peak-to-trough drawdown of 1.0% with a 12.4% run-up.
- Max drawdown
- −1.0%
- Max run-up
- +12.4%
- 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 property market in the early 2000s was entering the final leg of a national housing boom. The replay window covers April 2004 through September 2006, a span of thirty monthly bars, and presents six decision points, two of which are flagged as critical. The environment is deliberately stripped to monthly close data, forcing you to act on limited information and to confront the tension between a rising trend and the subtle signs of a speculative bubble.
During the 30‑month run the market climbed from a close of 152.2 to 171.12, a modest 12.4 % gain. The path was not smooth; the maximum drawdown recorded was just 1.0 % and the largest single‑month move reached only 1.5 %. These numbers illustrate a market that, on the surface, appeared steady and low‑risk, yet the underlying dynamics were shifting toward the peak of the housing cycle. The two critical decision points required you to decide whether to hold, adjust exposure, or step aside as momentum changed.
The scenario is a laboratory for decision training under seemingly calm conditions. Observing a tight 1.0 % drawdown can breed complacency, but the presence of a 1.5 % single‑bar swing reminds you that even small markets can surprise. Managing risk means defining exit thresholds before entering, not after the fact. Psychologically, the low volatility can tempt over‑confidence, so the exercise stresses disciplined process, clear rule‑setting, and the humility to recognize when a trend is nearing its historical ceiling.
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