Soybean Historical Replay: 2005-11 to 2006-05
Replay 124 trading days of US soybean futures from 2005-11-16 to 2006-05-15, capturing a 10.6% drawdown amid the 2006 commodity boom. You step through daily bars, face 7 critical decision points, and receive an AI coach review on your simulated choices.
124 daily bars · 21 decision points · 2005-11 to 2006-05 · Commodities
Key facts
This window spans 180 days with a peak-to-trough drawdown of 10.6% and a 12.1% run-up.
- Max drawdown
- −10.6%
- Max run-up
- +12.1%
- Duration
- 180 days
- Largest single-day move
- +2.8%
- Bars
- 124 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 replay transports you to US soybean futures in late 2005, a moment when global commodity markets were awakening from years of dormancy. This period falls squarely within the 2000s commodity boom, when surging emerging-market demand and tightening supply dynamics were reshaping agricultural markets. Participants faced the dual challenge of capturing directional trends while enduring the psychological toll of significant intraday volatility and drawdown pressure.
From November 2005 to May 2006, soybean prices rose from 576.75 to 604.5, delivering a modest 4.8% return. Yet this seemingly straightforward outcome obscures a turbulent journey: the market endured a maximum drawdown of 10.6% and witnessed a largest single-bar move of 2.8%. Across 124 trading days, traders confronted 21 decision points, with 7 deemed critical—moments where positioning and risk management decisions carried outsized consequences.
This replay distills essential lessons in process discipline and emotional resilience. Navigating a 10.6% drawdown while the eventual outcome proved positive teaches that short-term pain is not failure but a natural cost of market participation. Participants learn to separate outcome from process, recognizing that sound decisions sometimes produce uncomfortable interim results. The 7 critical decision points train practitioners to act methodically under pressure rather than react impulsively, building the psychological armor necessary for sustained performance in volatile markets.
Featured in the archive