Soybean Historical Replay: 2010-11 to 2011-05
Replay 124 daily bars of soybean futures from November 2010 through May 2011, a 9.6% grind with a 12.5% drawdown and a 5.1% shock day. Step into 21 decision points across this commodity_shock volatility, get an AI coach review on each call, and learn from history with simulated capital only.
124 daily bars · 21 decision points · 2010-11 to 2011-05 · Commodities
Key facts
This window spans 178 days with a peak-to-trough drawdown of 12.5% and a 20.8% run-up.
- Max drawdown
- −12.5%
- Max run-up
- +20.8%
- Duration
- 178 days
- Largest single-day move
- −5.1%
- Bars
- 124 Daily bars
- Decision points
- 21
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
In late 2010, soybean futures entered a period of heightened uncertainty. The span from November 16, 2010, to May 13, 2011, captured a commodity shock environment shaped by global food price pressures and the January 2011 North Africa geopolitical upheaval, which rippled through agricultural supply chains. This 124-trading-day window presented traders with a complex macro backdrop where the rules of engagement shifted frequently, demanding both conviction and adaptability.
Prices ultimately closed at 1337, rising 9.6% from the 1219.75 opening—a modest net outcome that belied the journey. Beneath the surface, a maximum drawdown of 12.5% tested portfolio stamina, while a largest single-bar move of 5.1% on any given day introduced sharp intraday volatility. Across the period, traders faced 21 decision points, of which 7 were deemed critical, requiring deliberate choices about entry, exit, and risk exposure in an environment where false signals abounded.
This replay distills lessons in process over prediction. The gap between a 12.5% drawdown on a performance report and the psychological weight of watching unrealized losses accumulate is where many traders unravel. The 5.1% shock day underscores the importance of position sizing and contingency planning—shocks are inevitable; insolvency is not. Navigating 21 decision points teaches that consistency in methodology, not brilliance in any single moment, compounds into long-term edge. For trainees, the goal is not to avoid volatility but to build the discipline that keeps one trading through it.