Soybean Historical Replay: 2010-10 to 2011-01
Replay 66 daily bars of US soybean markets from October 2010 to January 2011, capturing a 28.9% close rise. You step through each authentic day, face 12 decision points, and receive an AI coach review of your choices in this simulated training environment.
66 daily bars · 12 decision points · 2010-10 to 2011-01 · Commodities
Key facts
This window spans 95 days with a peak-to-trough drawdown of 9.7% and a 30.9% run-up.
- Max drawdown
- −9.7%
- Max run-up
- +30.9%
- Duration
- 95 days
- Largest single-day move
- +6.6%
- Bars
- 66 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 scenario recreates US soybean markets during a pivotal four-month window from October 2010 to January 2011. This period coincided with the Federal Reserve's preparation and launch of its second round of quantitative easing—a policy shift that sent ripples across commodity markets globally. Agricultural commodities, particularly soybeans, found themselves at the intersection of monetary stimulus and supply dynamics, creating an environment where policy signals could trigger significant price movements. You step into this historically charged market, navigating twelve decision points—four deemed critical—to test your ability to process evolving information under pressure.
The 66 daily bars chart a powerful directional move: soybean prices climbed from 1065 to 1373.25, a 28.9% advance. Yet the trajectory was anything but a straight line upward. A maximum drawdown of 9.7% tested any committed positions, while the largest single-bar move of 6.6% demonstrated how quickly sentiment could shift—perhaps on a crop report or a central bank signal. The scenario captures not just the trend but the volatility that accompanied it, presenting you with authentic intraday uncertainty rather than a smoothed historical narrative.
For decision training, this replay offers three enduring lessons. First, process discipline matters more than outcome: following a sound strategy through a 9.7% drawdown separates skilled practitioners from reactive ones. Second, risk calibration is never static; a 6.6% single-bar move demands position sizing that survives outliers. Third, psychology is the ultimate variable—twelve decision points across sixty-six bars build stamina and emotional regulation that no technical manual can teach. By replaying this era, you internalize habits that transfer to any volatile market, whether commodities, equities, or beyond.
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