Minneapolis Historical Replay: 2012-01 to 2014-06
Replay Minneapolis from January 2012 to June 2014 as a 30-bar property boom with a 26.7% climb and 2.3% max drawdown. Step through each monthly bar, tackle six decision points, and receive AI coach feedback in a simulated educational environment.
30 monthly bars · 6 decision points · 2012-01 to 2014-06 · Property
Key facts
Peak-to-trough drawdown of 2.3% with a 29.0% run-up.
- Max drawdown
- −2.3%
- Max run-up
- +29.0%
- 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 replay centers on the Minneapolis property market during the early 2010s recovery, spanning January 2012 to June 2014 across 30 monthly bars. This was a period when post-crisis stabilization gave way to renewed optimism in select American city markets. Participants enter the scenario with the knowledge that this city-level property market had entered an expansion phase, but uncertainty remained about the durability and trajectory of that recovery. Six decision points punctuate the timeline, two marked as critical moments where directional conviction and position sizing would face their sharpest tests.
The numbers define a sustained advance: values rose from 111.47 to 141.24, translating to a 26.7% gain over the full span. The journey proved remarkably smooth, with a maximum drawdown of only 2.3% and the largest single monthly move reaching just 4.7%. This combination of solid total return with contained volatility created an environment where the primary challenge was not surviving dramatic swings but rather maintaining disciplined process through steady appreciation and the occasional quiet pullback.
The scenario serves as a classroom for several core competencies. First, it tests whether participants can identify and follow a trend without overcomplicating their response to modest fluctuations. Second, the 2.3% drawdown ceiling raises questions about risk calibration and whether participants might become complacent when volatility remains low. Third, the two critical decision points demand clarity on conviction: do you size up during a proven advance, or do you protect gains by reducing exposure? Neither answer is universal; the value lies in articulating your reasoning, applying it consistently, and learning from the outcome. This replay ultimately trains the habit of separating noise from signal while remaining psychologically accountable for every position taken.
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