Minneapolis Historical Replay: 2006-12 to 2009-05
Replay the Minneapolis housing market from December 2006 through May 2009, a brutal 34.9% decline that tested every buyer's conviction. Step through 30 monthly bars, navigate six decision points including two critical ones, and receive an AI coach review on each call. Simulated capital, fully educational.
30 monthly bars · 6 decision points · 2006-12 to 2009-05 · Property
Key facts
Peak-to-trough drawdown of 35.7% with a 2.9% run-up.
- Max drawdown
- −35.7%
- Max run-up
- +2.9%
- Largest single-month move
- −5.9%
- 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.
Related scenarios
- US 10-City Composite Historical Replay: 2006-12 to 2009-052006 · Lv.3
- US 20-City Composite Historical Replay: 2006-12 to 2009-052006 · Lv.3
- Seattle Historical Replay: 2006-12 to 2009-052006 · Lv.3
- Boston Historical Replay: 2006-12 to 2009-052006 · Lv.2
- Phoenix Historical Replay: 2006-12 to 2009-052006 · Lv.3
- San Diego Historical Replay: 2006-12 to 2009-052006 · Lv.3
Event Replay
What happened — and what it teaches
The Minneapolis housing replay spans December 2006 through May 2009, dropping into one of America's most dramatic mid-decade property collapses. As the subprime crisis unfolded nationally, this specific city market offers a concentrated lens on how local housing can unravel when broader credit conditions sour. Players enter a market where prices had peaked and conviction was about to be tested over 30 monthly bars, with six decision points punctuating the descent—including two critical junctures where the margin for error compressed significantly.
The numbers tell a brutal story. From a starting index of 168.82, prices fell to 109.87—a -34.9% decline that extended to a maximum drawdown of 35.7%. The largest single monthly move reached 5.9%, a stark reminder that crash environments produce sudden acceleration periods that can overwhelm stop-loss discipline. Unlike orderly corrections, this decline featured sharp reversals that tempted entry at what proved to be false floors, making every decision point a test of whether one was responding to value or simply chasing momentum.
This replay trains the muscle that distinguishes controlled risk-taking from reactive decision-making. The -34.9% total loss sounds clean in hindsight, but living through each bar reveals how volatility and drawdown interact to erode conviction. Six decision points force players to articulate their process under pressure, not just afterward. The two critical moments—especially the largest monthly drops—expose whether risk parameters are genuinely held or abandoned when emotions peak. Educational capital removes the stakes that obscure learning, letting players examine their psychology without financial defense mechanisms clouding the analysis.