Rough Rice Historical Replay: 2004-05 to 2004-08
Rough rice plunged 29.7% from 11 to 7.73 across 66 trading days in 2004. Replay each session, face 12 decision points with 4 critical moments, and receive an AI coach review of your choices in this simulated educational exercise.
66 daily bars · 12 decision points · 2004-05 to 2004-08 · Commodities
Key facts
This window spans 95 days with a peak-to-trough drawdown of 37.5% and a 9.7% run-up.
- Max drawdown
- −37.5%
- Max run-up
- +9.7%
- Duration
- 95 days
- Largest single-day move
- −21.7%
- Bars
- 66 Daily bars
- Decision points
- 12
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
In the spring and summer of 2004, rough rice futures sat at the intersection of a global commodity supercycle and fragile agricultural markets. Traders navigating this period faced a market that had experienced significant prior gains, creating an environment where the stakes were high and the margin for error slim. The period from May 6 to August 9, 2004 represented 66 trading days of intense pressure, where positions built during earlier optimism confronted rapidly shifting fundamentals. This historical replay challenges participants to manage positions through a cascading decline that would test both technical discipline and emotional resilience.
The numbers tell a stark story: rough rice collapsed 29.7% from 11 to 7.73 over those 66 daily bars. The journey was brutal, with a maximum drawdown reaching 37.5% and a largest single-bar move of 21.7%, events that would have stopped out many positions and shaken the confidence of even seasoned traders. Participants face 12 decision points across this period, with 4 critical moments demanding decisive action. The replay simulates these exact conditions, placing traders in the position of managing risk in real-time as the decline unfolded day by day.
This scenario excels as a decision-training exercise because it forces confrontation with the psychology of loss and the difficulty of cutting positions that have moved severely against you. The 21.7% single-bar moves demonstrate how volatility itself can become a trap, tempting traders to add to losing positions or average down. The 37.5% drawdown illustrates why position sizing and stop discipline matter more than directional conviction. For educational purposes, this replay teaches that surviving drawdowns requires process over prediction, and that the difference between a managed exit and a catastrophic loss often comes down to pre-defined rules executed under pressure.
Featured in the archive