I think you start off with the 1871 settings and uncheck the boxes in the League Settings/Options page for "Automatically adjust league strategy when advancing to next season" and "Automatically adjust league totals modifiers after each season for accuracy"* until you reach 1871. I've never attempted what you're trying to do, however, so I'm not sure if that's the correct approach.
* That's also a check box in the League Stats & AI page. I'm not sure why it's in two places or if they're linked. To be safe, uncheck that one as well.
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