Rough Rice Historical Replay: 2001-11 to 2002-05
Replay 116 daily rough rice bars from late 2001 into spring 2002 as prices slid from $3.79 toward $3.52 amid inflation-era volatility. Walk through 20 decision points, seven of them critical, and receive an AI coach review of each simulated call.
116 daily bars · 20 decision points · 2001-11 to 2002-05 · Commodities
Key facts
This window spans 173 days with a peak-to-trough drawdown of 17.7% and a 10.6% run-up.
- Max drawdown
- −17.7%
- Max run-up
- +10.6%
- Duration
- 173 days
- Largest single-day move
- −6.8%
- Bars
- 116 Daily bars
- Decision points
- 20
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
Rough rice futures on U.S. commodity markets entered a turbulent stretch as 2001 drew toward its close. The 2000s decade was still young, but inflation concerns and macroeconomic uncertainty were already reshaping agricultural commodity dynamics. This replay captures 116 daily bars of authentic price action, placing traders in the mindset of navigating an unfamiliar and volatile market landscape where the rules were still being written.
From 2001-11-16 to 2002-05-08, rough rice prices descended from $3.79 to $3.52, a decline of -7.1%. The journey was anything but smooth: a maximum drawdown of 17.7% tested risk management discipline, while the largest single-bar move of 6.8% demanded quick, decisive responses. Twenty decision points peppered this period, seven of them critical junctures where conviction and timing mattered most.
This scenario distills core trading challenges into a compressed timeline. Participants must balance the psychological weight of mounting losses against the discipline to stick to process. The volatility spikes—especially those 6.8% single-bar swings—expose how position sizing and stop-loss discipline separate theoretical strategy from live execution. Seven critical decision points force traders to confront hesitation, overconfidence, and the temptation to average down. The lesson isn't about predicting direction but about maintaining composure and systematic risk control when the market moves against you.
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