Corn Historical Replay: 2004-11 to 2005-05
Replay 122 daily bars of US corn from 2004-11-17 to 2005-05-12, a stretch that saw prices slip 4.6% amid reflation trading. Step through each session, face 21 decision points including 7 critical ones, and receive an AI coach review of your simulated choices.
122 daily bars · 21 decision points · 2004-11 to 2005-05 · Commodities
Key facts
This window spans 176 days with a peak-to-trough drawdown of 14.1% and a 19.3% run-up.
- Max drawdown
- −14.1%
- Max run-up
- +19.3%
- Duration
- 176 days
- Largest single-day move
- +6.5%
- Bars
- 122 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
From November 2004, US corn entered a complex phase as reflation trades dominated financial markets. The 2000s decade was wrestling with shifting inflation expectations, and commodities were caught in the crosscurrents of economic uncertainty. This 122-bar replay from 2004-11-17 to 2005-05-12 captures a period where navigating macro forces while managing a declining price environment was the central challenge for market participants.
Over roughly six months, corn futures closed at 205.75 and eventually settled at 196.25, representing a -4.6% move. That seemingly modest decline concealed more turbulent undercurrents: a maximum drawdown of 14.1% tested positions, while the largest single session move of 6.5% could have rapidly altered risk exposure. Participants faced 21 decision points across this stretch, with 7 deemed critical moments where directional conviction was most severely examined.
This replay excels as a training ground for managing a losing position in an environment that headlines suggested should favor commodities. It demands discipline in position sizing before drawdowns materialize, clear criteria for when to add or reduce exposure, and psychological resilience when price action contradicts the prevailing macro narrative. The gap between "what the story says" and "what the chart shows" is where professional judgment is forged, and this scenario delivers that lesson without soft-pedaling the difficulty.
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