Wheat Historical Replay: 2004-06 to 2004-09
Replay 64 daily bars of the 2004 wheat market as close slid 5.6% from 345.25 to 325.75, with a 13.3% drawdown. Make decisions across 11 turning points and receive an AI coach review—simulated capital only.
64 daily bars · 11 decision points · 2004-06 to 2004-09 · Commodities
Key facts
This window spans 91 days with a peak-to-trough drawdown of 13.3% and a 12.9% run-up.
- Max drawdown
- −13.3%
- Max run-up
- +12.9%
- Duration
- 91 days
- Largest single-day move
- +3.7%
- Bars
- 64 Daily bars
- Decision points
- 11
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 scenario recreates the 2004 wheat market across 64 daily bars from June 23 to September 22, a period when grain prices were navigating the broader commodity supercycle of the 2000s. Participants enter a market environment where the initial price stood at 345.25, with the mission of making disciplined decisions through 11 turning points, 4 of which are designated critical. The challenge lies not in predicting direction but in maintaining process discipline while the market presents its authentic historical test.
Over the 64-bar span, close slid from 345.25 to 325.75, delivering a net decline of -5.6%. Yet the headline number obscures the journey: a maximum drawdown of 13.3% tested capital endurance, while the largest single-bar move of 3.7% introduced sudden volatility that could unsettle even prepared traders. These figures frame a market that moved with conviction downward, punctuated by moments of sharp intraday reversal.
This replay trains three core competencies: process adherence through extended drawdown periods, risk calibration against measured volatility spikes, and psychological resilience when capital erodes. The 11 decision points become laboratories for testing entries, exits, and position sizing without financial consequence. The -5.6% outcome and 13.3% drawdown exist not as failures but as authentic historical data for building sounder decision frameworks under pressure.
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