Soybean Meal Historical Replay: 2010-10 to 2011-01
Replay 66 days of soybean meal trading from 2010-10 to 2011-01, when prices surged 25.6% amid shifting policy winds. Step through each historical session, tackle 4 critical decision points, and receive an AI coach review—all in a simulated, educational 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 10.1% and a 26.8% run-up.
- Max drawdown
- −10.1%
- Max run-up
- +26.8%
- Duration
- 95 days
- Largest single-day move
- +8.6%
- 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 replay unfolds across 66 daily trading sessions spanning October 2010 to January 2011, a period when commodity markets absorbed the ripple effects of a major central bank policy shift. Soybean meal, a key feed ingredient for livestock, became a focal point as traders assessed how monetary stimulus would flow through agricultural supply chains. The central question for participants: how to position when policy winds shift and historical precedent offers limited guidance.
Prices climbed 25.6% from 292 to 366.8, yet the journey proved far from linear. A maximum drawdown of 10.1% tested conviction, while an 8.6% single-day surge demonstrated the volatility inherent to policy-driven environments. These figures underscore that trend-following requires more than identifying direction—traders must also build frameworks resilient enough to weather intermediate reversals and emotional strain.
The 4 critical decision points embedded within these 66 sessions offer concrete material for examining how conviction, risk management, and psychological composure interact when markets move decisively. This replay teaches that navigating policy-influenced commodities demands disciplined process: position sizing calibrated to volatility, clear criteria for entries and exits, and emotional regulation during acceleration phases. The lessons are timeless for anyone training to make decisions under uncertainty.
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