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Depends... do you play real 19th century? If yes this is how I do it.
When you create your simulation in 1871 you make two leagues (NA with 9 teams and AA empty) obviously you choose no playoff, no all star game and no schedule for the AA. In 1872 after you did the change in the league structure you get 11 teams in the NA and 1 team in the AA (You move Chicago there). Again no playoff, no all star and no schedule for the AA.
This way Chicago will keep all its history.
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