Soybean Meal Historical Replay: 2010-11 to 2011-05
Replay 124 daily bars of soybean meal from late 2010 through May 2011, capturing a 12.6% drawdown. Step through 21 decision points, including 7 critical moments, and receive an AI coach review of your simulated choices.
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 12.6% and a 19.7% run-up.
- Max drawdown
- −12.6%
- Max run-up
- +19.7%
- 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
Soybean meal futures traded through a turbulent stretch from late 2010 into May 2011, a period marked by lingering post-crisis uncertainty and shifting global demand patterns. For traders and analysts, this era presented a test case in commodity market resilience—where the interplay of supply dynamics, currency movements, and geopolitical tensions could overwhelm even carefully constructed theses. The stakes extended beyond individual positions: understanding how agricultural commodities behave under stress was becoming essential for anyone navigating the broader commodity complex.
The data tells a story of deceptive calm. Across 124 daily bars spanning November 16, 2010, to May 13, 2011, prices closed essentially flat at 4.0% appreciation (329.8 to 343.1). Yet this modest headline gain concealed genuine turbulence—a maximum drawdown of 12.6% would have tested any risk discipline, while the largest single-bar move of 5.1% demonstrated how rapidly conditions could shift against a position. Navigating this required more than directional conviction.
This replay places you at 21 decision points, 7 of them marked as critical junctures where your choices carried heightened consequence. The scenario trains commodity traders to maintain process discipline when drawdowns mount, to recognize that large intraday swings need not signal fundamental shifts, and to manage psychology when the market offers no clear narrative. Educational value lies not in hindsight judgments but in confronting the uncertainty that defined the period.