Minneapolis Historical Replay: 2008-01 to 2010-06
Replay Minneapolis property prices across 30 monthly bars from January 2008, watching a 16.6% decline unfold alongside a 28.1% drawdown. Walk through six decision points, tackle the two critical ones, and receive an AI coach review of your simulated historical choices.
30 monthly bars · 6 decision points · 2008-01 to 2010-06 · Property
Key facts
Peak-to-trough drawdown of 28.1% with a 15.9% run-up.
- Max drawdown
- −28.1%
- Max run-up
- +15.9%
- 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.
Event Replay
What happened — and what it teaches
In January 2008, Minneapolis entered one of the most punishing chapters in American real estate history. The global financial crisis had ignited a nationwide housing collapse, and cities across the country watched property values deteriorate month after month. This replay spans 30 monthly bars through June 2010, placing you inside a market where decades of assumptions about residential stability were being dismantled in real time.
The numbers tell a stark story. From an opening level of 151.06, prices ultimately settled at 125.92, representing a 16.6% decline over the full period. Yet the path was far more violent than that headline figure suggests: a maximum drawdown of 28.1% tested portfolios severely, while the largest single monthly move reached 5.9%, reminding participants that even monthly data can conceal sharp intrabar volatility. Navigating six decision points, including two marked as critical, required participants to act under sustained uncertainty without the benefit of hindsight.
This replay is designed as a process laboratory rather than a verdict on outcomes. The challenge is not predicting the bottom but developing disciplined responses to prolonged adversity: sizing positions to survive drawdowns, maintaining clarity when headlines grow alarming, and recognizing that historical patterns offer context, not certainty. The two critical decision points in particular force reflection on how anchoring bias, loss aversion, and recency bias can distort judgment during market stress.
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