Soybean Meal Historical Replay: 2005-11 to 2006-05
Replay 124 daily bars from the 2005-11 to 2006-05 soybean meal boom, navigating a 17.4% drawdown and a 3.8% single-bar swing. Step through 21 decision points, including 7 critical ones, and receive an AI coach review of your choices in this educational market simulation.
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 17.4% and a 19.8% run-up.
- Max drawdown
- −17.4%
- Max run-up
- +19.8%
- Duration
- 180 days
- Largest single-day move
- +3.8%
- 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
Between November 2005 and May 2006, US soybean meal futures entered a pronounced boom phase within the broader 2000s commodity supercycle. The period from 2005-11-16 to 2006-05-15 presents traders with 124 daily bars of authentic price action in a grain market known for its sensitivity to seasonal supply dynamics and global demand shifts. Participants face the task of navigating this agricultural commodity during a historically significant era for raw material markets, where strong tailwinds coexisted with sudden reversals.
The closing price progressed from 173.4 to 177.4, representing a modest 2.3% net gain over the span. Yet this headline figure conceals the turbulence beneath: a maximum drawdown of 17.4% tested capital preservation instincts, while the largest single-bar move of 3.8% demanded rapid position adjustment. The boom delivered returns, but only to those who could endure the intermediate volatility without abandoning their process.
This replay emphasizes three core competencies for market participants. First, process discipline: executing a defined strategy through 21 decision points, including 7 critical junctures that determine cumulative performance. Second, risk calibration: managing exposure so that a 17.4% drawdown remains within sustainable limits rather than triggering forced exits. Third, psychological resilience: maintaining composure when 3.8% intraday reversals test conviction. The soybean meal boom serves as a classroom for handling boom-bust cycles with systematic rigor rather than reactive improvisation.
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