Soybean Meal Historical Replay: 2010-08 to 2010-11
Sixty-four daily bars trace an 8.1% soybean meal rally across 2010-08-23 to 2010-11-19, capped by a 10.1% drawdown. Replay the regulation-driven session, face 11 decision points, and receive AI coach review on simulated capital.
64 daily bars · 11 decision points · 2010-08 to 2010-11 · Commodities
Key facts
This window spans 88 days with a peak-to-trough drawdown of 10.1% and a 26.8% run-up.
- Max drawdown
- −10.1%
- Max run-up
- +26.8%
- Duration
- 88 days
- Largest single-day move
- +8.6%
- 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 soybean meal market in late summer 2010 faced a defining regulatory moment. As the northern hemisphere harvest season approached, grain markets were navigating supply uncertainties and policy interventions that could reshape price trajectories overnight. Traders entering this replay step into a period where a major wheat-producing nation had just imposed export restrictions, creating ripple effects across protein markets and testing participants' ability to parse regulation signals from noise.
Across the 64 trading days from 2010-08-23 to 2010-11-19, soybean meal prices climbed from 301.4 to 325.8, delivering an 8.1% net rally. Yet this seemingly straightforward trajectory concealed a 10.1% maximum drawdown and a single-session move of 8.6% that would have tested even disciplined risk management. The market's erratic behavior during this regulatory-driven period meant that 11 distinct decision points emerged, with 4 deemed critical moments where positioning could dramatically alter outcomes.
This replay session distills lessons in process over prediction. Participants learn that regulation-driven volatility demands clear entry and exit rules rather than reactive adjustments. The 10.1% drawdown underscores why position sizing and drawdown tolerance matter more than directional conviction. The psychological dimension—staying disciplined when a single bar moves 8.6%—reveals that sound decision-making under pressure separates enduring traders from those who fade after one volatile episode. Historical accuracy and authenticity make this scenario a rigorous training ground for navigating regulatory uncertainty.
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