Minneapolis Historical Replay: 2016-06 to 2018-11
Replay Minneapolis property history across 30 monthly bars from 2016-06, watching the index climb 12.7% to 172.85. Walk through six decision points in simulated capital only, with two flagged as critical, and receive an AI coach review of your choices.
30 monthly bars · 6 decision points · 2016-06 to 2018-11 · Property
Key facts
Peak-to-trough drawdown of 0.8% with a 13.3% run-up.
- Max drawdown
- −0.8%
- Max run-up
- +13.3%
- Largest single-month move
- +1.7%
- 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
This replay places participants inside the Minneapolis property market across 30 monthly bars from 2016-06 to 2018-11, a period representing the 2010s recovery phase in a single American city. With six decision points embedded throughout and two flagged as critical, the scenario challenges traders to navigate a contained historical window where the market environment was evolving but not yet fully resolved. The stakes lie in demonstrating decision quality under uncertainty, not in predicting outcomes.
The index climbed from a close of 153.35 to 172.85, delivering a total return of 12.7% over the full span. This advance occurred with notable stability: the maximum drawdown reached just 0.8%, and the largest single monthly bar move measured only 1.7%. Volatility was therefore a defining characteristic of this particular replay, creating conditions where patience and position management were tested more than reactive trading.
The scenario teaches that steady, low-volatility advances demand their own form of discipline. Participants must resist the temptation to overtrade in quiet markets and instead focus on process consistency. Risk management in this context means maintaining conviction through minimal pullbacks, while psychology training centers on staying engaged without becoming complacent when drawdowns are small. The two critical decision points serve as inflection moments where prior assumptions about the market trajectory were either validated or needed revision.