Soybean Historical Replay: 2009-04 to 2009-07
Replay 68 daily bars from April to July 2009 as soybean futures climbed 13.9%, enduring a 14.4% drawdown along the way. Step into each session, face 12 decision points, and receive an AI coach review of your simulated calls.
68 daily bars · 12 decision points · 2009-04 to 2009-07 · Commodities
Key facts
This window spans 98 days with a peak-to-trough drawdown of 14.4% and a 33.1% run-up.
- Max drawdown
- −14.4%
- Max run-up
- +33.1%
- Duration
- 98 days
- Largest single-day move
- −5.5%
- Bars
- 68 Daily bars
- Decision points
- 12
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 stage was set in early 2009. Commodity markets were emerging from the wreckage of the global financial crisis, and soybean futures on U.S. exchanges offered a compelling case study in post-shock recovery dynamics. Over 68 daily trading sessions from April through July, participants would navigate a market in transition, managing positions through both opportunity and turbulence. The 13.9% gain masked significant intra-period volatility that would test even experienced traders.
The numbers tell a story of resilience with thorns. Soybean futures climbed from 952 to 1084, delivering solid gains while enduring a 14.4% drawdown along the way. The largest single session move of 5.5% during this period served as a stark reminder that trend-following in volatile markets demands discipline. Twelve decision points, four deemed critical by the simulation, compressed the full experience into actionable moments where direction, sizing, and timing converged. Each entry and exit carried weight.
This replay excels as a decision-training laboratory. The drawdown number is not a warning to avoid risk but a framework for sizing positions that survive volatility without capitulating. Participants learn to distinguish between temporary impairment and structural breakdown, skills transferable across markets and timeframes. The 5.5% single-bar spike teaches emotional regulation under sudden pressure, while the twelve decision points cultivate the habit of acting on process rather than impulse. Surviving the entire run, drawdown included, requires both conviction and flexibility.
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