Minneapolis Historical Replay: 2004-06 to 2006-11
Replay 30 monthly bars of Minneapolis property prices from 2004-06 to 2006-11, with a modest 8.9% net move and tight 1.0% drawdowns. You step through each historical month, face six decision points, and receive an AI coach review of how your simulated choices compared to actual market behavior.
30 monthly bars · 6 decision points · 2004-06 to 2006-11 · Property
Key facts
Peak-to-trough drawdown of 1.0% with a 9.7% run-up.
- Max drawdown
- −1.0%
- Max run-up
- +9.7%
- Largest single-month move
- +1.0%
- 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
This replay transports you to the Minneapolis residential property market between June 2004 and November 2006, a period often overlooked amid the national housing narrative. Thirty monthly bars capture a segment of the 2000s bubble era where regional dynamics told a quieter story than coastal headline markets. The central question for decision trainees: how do you navigate a market that appears benign on the surface yet harbors inflection points demanding disciplined judgment?
The data reveals a measured advance from 155.98 to 169.85, delivering an 8.9% net return over the full span. What stands out is the market's composure: maximum drawdown held at just 1.0%, with the largest single monthly move equally restrained at 1.0%. Six decision points punctuate the replay, two flagged as critical. This combination of modest absolute return, tight volatility, and concentrated judgment moments creates a deceptively challenging training environment where patience and process matter more than dramatic action.
The scenario's teaching value lies in confronting the psychology of the uneventful market. When drawdowns are negligible and single-bar moves are contained, the temptation is to disengage or overtrade. Yet the two critical decision points remind us that outcomes turn on a handful of moments. Effective decision training here emphasizes defining entry and exit rules before the calm breaks, managing position size to honor the tight risk parameters, and maintaining emotional equilibrium when the market offers no dramatic cues to anchor your choices.