Corn Historical Replay: 2001-11 to 2002-05
Replay 120 daily bars of US corn from 2001-11 to 2002-05, navigating a 10.6% drawdown through 21 decision points. Walk each session, make your calls, and receive an AI coach review of your reasoning in a simulated environment.
120 daily bars · 21 decision points · 2001-11 to 2002-05 · Commodities
Key facts
This window spans 176 days with a peak-to-trough drawdown of 10.6% and a 8.0% run-up.
- Max drawdown
- −10.6%
- Max run-up
- +8.0%
- Duration
- 176 days
- Largest single-day move
- +3.1%
- 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
The US corn futures market in the early 2000s presented traders with a complex challenge during a period marked by dollar weakness and mounting twin deficit concerns. From November 2001 to May 2002, the replay spans 120 trading days, placing participants in a market environment where inflation pressures intersected with currency dynamics. Navigating through 21 decision points—7 deemed critical—traders must adapt to shifting sentiment while managing exposure across this grains sector. The stakes center on maintaining disciplined decision-making under uncertainty, with drawdown risks looming as market conditions evolve.
Price action revealed a modest net decline despite significant interim volatility. The contract moved from 204 to close at 200.25, representing a -1.8% change. However, this headline figure obscures the true trading challenge: a maximum drawdown of 10.6% tested position management, while the largest single-day swing of 3.1% demanded rapid psychological adjustment. The discrepancy between overall drift and underlying turbulence creates the core learning environment.
This scenario offers three primary lessons for decision training. First, it emphasizes the importance of process over prediction—trading 21 defined decision points rather than reacting to every fluctuation. Second, it demonstrates risk management through a 10.6% drawdown, illustrating how to control losses while maintaining strategic positioning. Third, it reveals psychological resilience, as the gap between the 3.1% intraday moves and -1.8% overall performance highlights how short-term volatility can diverge dramatically from longer-term trends.
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