Minneapolis Historical Replay: 2010-10 to 2013-03
Replay Minneapolis's housing collapse across 30 monthly bars from October 2010 to March 2013, navigating a 12.9% drawdown and six decision points. You move day by day through authentic volatility, then receive an AI coach review of each simulated choice.
30 monthly bars · 6 decision points · 2010-10 to 2013-03 · Property
Key facts
Peak-to-trough drawdown of 12.9% with a 19.1% run-up.
- Max drawdown
- −12.9%
- Max run-up
- +19.1%
- Largest single-month move
- +4.7%
- 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
The scenario transports you to Minneapolis's housing market, a city that had endured one of America's most severe real estate collapses. You are given a simulated portfolio and asked to navigate 30 monthly bars from October 2010 to March 2013, a period when the market's longer-term decline was still working itself out while occasional sharp rallies created dangerous optimism. Six decision points punctuate the replay, with two marked as critical junctures where your choices could significantly alter the outcome. The stakes are clear: how will you manage exposure when the data tells an ambiguous story?
The monthly close moved from 121.5 to 123.2, a net gain of only 1.4% over the full span. Yet this modest headline number conceals substantial turbulence beneath the surface. The maximum drawdown reached 12.9%, meaning any poorly timed entry or failure to adjust position size would have erased a meaningful portion of capital. The largest single-month move hit 4.7%, illustrating how sudden shifts could strike without warning. For most of the period, price action offered no clean trend to follow, rewarding patience and discipline while punishing those who chased momentum or over-allocated based on hope.
This replay teaches that surviving a sideways, volatile environment requires as much skill as riding a clear trend. Process matters more than prediction: defining exit rules, sizing positions for worst-case scenarios, and sticking to them when emotion pushes for deviation. The 12.9% drawdown forces realistic assessment of risk tolerance, while the 4.7% bars remind us that tail events are not rare. Six decision points across the span ensure every choice compounds, making this scenario a valuable laboratory for testing whether your decision-making holds up when the market offers no easy answers.