Rough Rice Historical Replay: 2006-11 to 2007-05
Replay 124 daily bars of rough rice from 2006-11-15 to 2007-05-14, capturing a 7.2% drawdown during the early grain shock era. Walk through 21 decision points, with seven flagged as critical, and receive an AI coach review of your simulated choices.
124 daily bars · 21 decision points · 2006-11 to 2007-05 · Commodities
Key facts
This window spans 180 days with a peak-to-trough drawdown of 7.2% and a 7.6% run-up.
- Max drawdown
- −7.2%
- Max run-up
- +7.6%
- Duration
- 180 days
- Largest single-day move
- −4.3%
- 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
In late 2006, global commodity markets faced mounting tension as grain supplies tightened and weather disruptions threatened harvests worldwide. This replay transports traders to the rough rice market, simulating the period from 2006-11-15 to 2007-05-14—a span of 124 daily bars in the 2000s decade. The scenario recreates the early grain shock era, when uncertainty about supply chains and food security made rice one of the most volatile agricultural contracts to navigate.
The replay captures a modest net appreciation of 4.2% in rough rice prices, moving from 9.9 to 10.32 over the five-month window. Beneath this surface-level gain lies a more turbulent story: the market endured a maximum drawdown of 7.2%, and single sessions saw moves as large as 4.3%. Traders face 21 decision points across the replay, with seven designated as critical junctures where positioning and risk management could mean the difference between capturing gains or compounding losses.
This scenario exposes the psychological strain of trading during commodity shocks. The gap between headline returns and actual trading experience—between modest gains and sharp interim losses—tests emotional discipline. Success in the 124 bars demands that participants practice position sizing, maintain composure during drawdowns, and recognize critical nodes without overreacting. For decision training, the rough rice replay teaches that surviving volatility requires process over prediction, and that understanding risk exposure matters more than chasing directional bets.
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