Wheat Historical Replay: 2001-11 to 2002-05
Replay 120 daily wheat bars from Nov 2001 to May 2002, when prices slipped 6.6% and a 17.0% drawdown tested conviction. Step through 21 decision points for an interactive walkthrough of this historical inflation-era market with AI coach feedback.
120 daily bars · 21 decision points · 2001-11 to 2002-05 · Commodities
Key facts
This window spans 178 days with a peak-to-trough drawdown of 17.0% and a 12.9% run-up.
- Max drawdown
- −17.0%
- Max run-up
- +12.9%
- Duration
- 178 days
- Largest single-day move
- +4.3%
- Bars
- 120 Daily bars
- Decision points
- 21
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 covers the US wheat market from November 2001 to May 2002, a period when commodity traders navigated an uncertain macroeconomic environment. The 120 daily bars represent a stretch of the 2000s decade marked by post-dot-com fallout, geopolitical tension following 9/11, and growing concerns about fiscal and trade imbalances in the United States. For market participants, this era posed the challenge of reading price signals through layers of macroeconomic noise and inflationary pressure.
Over the 120 trading days from 2001-11-12 to 2002-05-09, wheat prices closed from 285.5 to 266.75, a decline of -6.6%. The journey was anything but smooth, with a maximum drawdown of 17.0% testing even disciplined traders. The largest single-bar move of 4.3% served as a reminder that volatility can strike without warning. Participants faced 21 decision points, with 7 deemed critical—moments where conviction and process mattered more than intuition.
This scenario sharpens skills in managing drawdowns without abandoning sound strategy. The 17.0% drawdown illustrates how temporary losses can erode confidence and push traders toward premature exits. The 4.3% intraday spike demonstrates why position sizing and risk calibration matter: one bad day should not derail a well-reasoned plan. Working through 21 decision points trains decision-making cadence, teaching practitioners to distinguish signal from noise and maintain process over the course of months rather than reacting to each individual bar.
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