Minneapolis Historical Replay: 1989-01 to 1991-06
Relive Minneapolis from 1989-01 to 1991-06 across 30 monthly bars that moved within a 1.2% max drawdown. Replay day by day, navigate 6 decision points, and receive an AI coach review of each choice in a simulated historical setting.
30 monthly bars · 6 decision points · 1989-01 to 1991-06 · Property
Key facts
Peak-to-trough drawdown of 1.2% with a 4.0% run-up.
- Max drawdown
- −1.2%
- Max run-up
- +4.0%
- Largest single-month move
- +1.0%
- 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 early 1989, Minneapolis faced a distinctive stress test as the broader Savings & Loan crisis rippled through regional property markets. The city sat at the intersection of a national banking system under duress and a local housing market beginning to feel contractionary pressures. Players entering this replay step into a market where conventional signals offered limited clarity—regional banks were reassessing exposure, employment data showed early softness, and property valuations faced re-pricing uncertainty. The stakes were clear: navigate a compressed market environment where the margin for error was thin and information quality varied widely.
The 30-month window from January 1989 through June 1991 delivered remarkably contained price action. The index rose from 63.13 to 64.95, capturing a modest 2.9% appreciation. Yet this headline figure obscures the lived experience of participants: a maximum drawdown of just 1.2% meant volatility was subdued, while the largest single monthly move of 1.0% represented the outer bounds of market enthusiasm or fear. Six decision points punctuated this period, with two deemed critical—moments where directional conviction would be severely tested or where portfolio positioning decisions carried outsized consequence for outcomes.
This replay excels as a laboratory for process discipline. The minimal drawdown environment teaches that low-volatility periods demand equal vigilance; familiarity breeds underestimation of tail risk. With 2 critical decision points embedded within seemingly range-bound price action, participants confront the psychological trap of assuming stability. The scenario rewards those who maintain systematic position sizing, respect decision-point thresholds, and recognize that narrow trading ranges often precede significant regime shifts. Historical context transforms abstract numbers into lived pressure—preparing decision-makers not for the market they expect, but for the market they will encounter.
Featured in the archive