Soybean Meal Historical Replay: 2010-06 to 2010-09
Replay 64 trading days of soybean meal from June to September 2010, a period that saw close climb 5.8% from 289.3 to 306.2 amid 9.8% drawdown swings. Step through each session, navigate 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
64 daily bars · 11 decision points · 2010-06 to 2010-09 · Commodities
Key facts
This window spans 91 days with a peak-to-trough drawdown of 9.8% and a 11.1% run-up.
- Max drawdown
- −9.8%
- Max run-up
- +11.1%
- Duration
- 91 days
- Largest single-day move
- −6.0%
- Bars
- 64 Daily bars
- Decision points
- 11
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 summer of 2010 brought an unexpected stress test to global grain markets when drought devastated Russian wheat production, sending shockwaves across agricultural commodities. Soybean meal, a key protein feed ingredient tightly linked to both grain and oilseed markets, found itself caught in the crosscurrents of supply fears and demand reallocation. For traders navigating this period, the question was whether the ripple effects from Black Sea disruption would sustain momentum in soy-based feed markets or prove to be a fleeting spike. The scenario covers 64 daily bars from late June through late September, placing participants directly into a market shaped by genuine geopolitical uncertainty.
Over the 64-session span, soybean meal close climbed from 289.3 to 306.2, translating to a modest 5.8% net gain. Beneath that calm headline figure lay considerable turbulence: the market endured a maximum drawdown of 9.8% and experienced its largest single-bar move of 6.0%, moments that would have tested conviction and risk discipline. Participants faced 11 decision points across the period, with 4 classified as critical — points where the margin between well-timed and poorly-timed action was widest. The path was neither a steady climb nor a clean crash, but a volatile oscillation that rewarded process over prediction.
This replay distills that experience into a decision-training exercise. Navigating 9.8% drawdown swings without abandoning a sound framework is harder than it sounds; emotional anchoring and recency bias conspire to push participants toward exits at the worst moments. The 6.0% single-session volatility spikes serve as pressure checks on position sizing and stop discipline. With 4 critical decision nodes forcing real choices under uncertainty, the scenario hones the ability to act on probability and process rather than reacting to price noise. The lesson is not that the market was predictable, but that disciplined participation during unpredictable events is trainable and repeatable.