Minneapolis Historical Replay: 1997-03 to 1999-08
Replay Minneapolis property markets across 30 monthly bars from 1997-03 to 1999-08, where prices climbed 21.2% to 96.22. Step through each authentic decision point, make your call, and receive an AI coach review of your simulated choices.
30 monthly bars · 6 decision points · 1997-03 to 1999-08 · Property
Key facts
Peak-to-trough drawdown of 0.6% with a 21.3% run-up.
- Max drawdown
- −0.6%
- Max run-up
- +21.3%
- Largest single-month move
- +2.1%
- 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
Between March 1997 and August 1999, Minneapolis property prices offered a textbook case of a steady, low-drama urban boom. Thirty monthly bars trace a market that ground higher almost without interruption, finishing at 96.22 after starting near 79.41. With six decision points scattered through the period and two flagged as critical, the replay asks trainees to navigate what looks, at first glance, like an easy ride. The stakes were quietly significant: in a single-asset, single-city environment, even a smooth uptrend punishes hesitation and rewards disciplined position sizing.
What actually happened is almost as tidy as the summary suggests. Prices climbed 21.2% across the 30-month window, and the largest monthly drawdown was a barely perceptible 0.6%, while the biggest single-bar move was just 2.1%. That combination — strong cumulative return, almost non-existent pullback, capped single-month volatility — is the statistical fingerprint of a grinding bull. Yet two of the six decision points are marked critical precisely because easy-looking tapes breed dangerous habits: trailing stops widen, sizing creeps up, and the absence of pain lulls traders into forgetting that every monthly bar still carries binary risk.
For decision training, the lesson is less about direction and more about process. Trainees should practice sizing for a worst-case 2.1% monthly swing, budgeting for a drawdown that, while small on paper, can compound through leverage, and pre-committing to exit rules at the critical checkpoints rather than improvising when the chart feels comfortable. The psychology to rehearse is the hardest one: staying rigorous when nothing is going wrong.