Rough Rice Historical Replay: 2004-11 to 2005-05
Replay 120 daily rough-rice bars from 2004-11-17 to 2005-05-05 as the inflation trade reshaped grain markets. Step through the 21 decision points, navigate an 18.0% drawdown, and receive an AI coach review of your simulated choices.
120 daily bars · 21 decision points · 2004-11 to 2005-05 · Commodities
Key facts
This window spans 175 days with a peak-to-trough drawdown of 18.0% and a 23.6% run-up.
- Max drawdown
- −18.0%
- Max run-up
- +23.6%
- Duration
- 175 days
- Largest single-day move
- +5.4%
- 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 rough rice market entered a pivotal phase in late 2004 as global commodity markets absorbed shifting monetary expectations. Over the following months, grain prices became a focal point for traders positioning around reflation themes. This 120-bar replay captures a market navigating the tension between supply fundamentals and broader inflationary pressures, with participants forced to make calculated decisions under uncertainty.
Price action from 7.07 to 7.54 over the data span represents a 6.6% net gain, yet the journey proved far from linear. An 18.0% max drawdown tested conviction, while a largest single-bar move of 5.4% highlighted the volatility that accompanies commodity pivots. With 21 decision points embedded in the timeline—including 7 critical moments—this replay distills months of market turbulence into an intensive training sequence.
What makes this scenario valuable for decision training is its emphasis on process over outcome. A modest net return masked significant intra-period turbulence, reminding practitioners that holding through drawdowns and managing volatile swings separates disciplined execution from directional speculation alone. Navigating 18.0% drawdowns while maintaining a coherent strategy is the real skill this historical episode cultivates.
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