Wheat Historical Replay: 2006-11 to 2007-05
Replay 122 daily bars of wheat from 2006-11-16 to 2007-05-14 and navigate an 18.9% drawdown across 21 decision points. Step into each session, weigh the moves, and receive an AI coach review of your reasoning, simulated capital only.
122 daily bars · 21 decision points · 2006-11 to 2007-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 18.9% and a 21.0% run-up.
- Max drawdown
- −18.9%
- Max run-up
- +21.0%
- Duration
- 179 days
- Largest single-day move
- +5.0%
- 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
In late 2006, wheat markets entered a period of heightened turbulence that would define the early months of 2007. This replay captures 122 daily bars of US wheat futures from November 16, 2006 to May 14, 2007, a stretch marked by commodity-shock dynamics that tested the resolve of anyone holding positions through the sector. Participants entering this scenario face a market where sentiment could shift sharply, and the stakes involve navigating one of the decade's more volatile stretches in grains without the benefit of hindsight.
The closing price moved from 468.75 to 489 over the full period, representing a modest 4.3% net gain. That headline figure, however, conceals the turbulence beneath: the market experienced an 18.9% max drawdown at some point during the replay, and the largest single trading day delivered a 5.0% move. Across the five-and-a-half months covered, participants encountered 21 decision points, of which 7 were flagged as critical, forcing choices at moments when the directional thesis was most in question.
This replay is a classroom for three enduring lessons. First, process matters more than outcome: a 4.3% net return achieved through a 18.9% drawdown reveals that surviving volatility is not the same as managing it well. Second, position sizing and risk limits become existential when 5.0% single-bar moves can materialize without warning. Third, psychology is the variable most likely to break a strategy—holding through a deep drawdown or hesitating at a critical juncture can diverge a trade from its original logic. The 21 decision points are not obstacles but checkpoints, each one an invitation to examine whether your reasoning still holds the market's reality.
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