Minneapolis Historical Replay: 2011-03 to 2013-08
Replay Minneapolis property markets across 30 monthly bars from March 2011, navigating a 29.7% rebound that still carried a 5.6% drawdown. Step through each historical day, face 6 decision points, and receive an AI coach review using simulated capital only.
30 monthly bars · 6 decision points · 2011-03 to 2013-08 · Property
Key facts
Peak-to-trough drawdown of 5.6% with a 29.7% run-up.
- Max drawdown
- −5.6%
- Max run-up
- +29.7%
- 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
In the spring of 2011, Minneapolis property markets had endured three punishing years since the housing bubble burst. Prices had collapsed, confidence was shattered, and the market was entering its thirty-month recovery journey. For investors, analysts, and decision-makers watching this market, the central question was whether the worst was truly over—or whether another leg down was coming. The stakes were considerable: positioning wrong could mean either missing a historic rebound or absorbing fresh losses in a market that had already devastated portfolios.
The replay spans 30 monthly bars from March 2011 to August 2013, with prices climbing from 105.77 to 137.17, delivering a 29.7% total return. Yet this upward journey was far from smooth. A maximum drawdown of 5.6% tested investors' conviction, while the largest single monthly move of 4.7% kept traders on edge. Six decision points were embedded in this trajectory, with two proving especially critical—moments when the market's direction demanded a strategic rethink.
This historical replay teaches enduring lessons about decision-making under uncertainty. The 4.7% monthly swings meant that positions taken during pullbacks could become losers overnight, while chasing momentum risked being whipsawed into reversals. Participants learned to separate noise from signal, to manage position sizes that could weather volatility without panic-selling, and to maintain emotional equilibrium when the market's direction remained ambiguous.
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