Corn Historical Replay: 2011-02 to 2011-08
Replay the 2011 corn surge across 126 daily bars where a 9.9% single-session jump drove volatility to a 20.1% drawdown. Step through each authentic session, make your own calls at 22 decision points, and receive an AI coach review on the simulated results.
126 daily bars · 22 decision points · 2011-02 to 2011-08 · Commodities
Key facts
This window spans 181 days with a peak-to-trough drawdown of 20.1% and a 27.7% run-up.
- Max drawdown
- −20.1%
- Max run-up
- +27.7%
- Duration
- 181 days
- Largest single-day move
- −9.9%
- Bars
- 126 Daily bars
- Decision points
- 22
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 early 2011, corn futures sat at the intersection of weather uncertainty, global demand shifts, and speculative positioning. The 2010s decade was already witnessing heightened commodity volatility, and corn was no exception. This replay spans 126 daily bars from February 15 to August 15, 2011, placing participants inside a market where a single session could rewrite risk assumptions overnight.
The numbers tell a story of deceptive calm yielding to violent dislocation. From a closing price of 690.5, corn managed only a modest 2.4% gain by period's end at 707.25. Yet the journey was anything but quiet. A single session delivered a 9.9% move that shattered trend-following assumptions, and the maximum drawdown reached 20.1%, punishing those who mistook early stability for permanent safety. Twenty-two decision points punctuated this trajectory, eight of them critical junctures where directional conviction was tested against sudden volatility spikes.
This scenario strips away the luxury of hindsight to train real decision-making under uncertainty. The lesson is not about predicting the 9.9% shock but about building a process that survives it. Managing risk across a 20.1% drawdown requires sizing discipline, emotional control, and the humility to reassess positions when the market delivers moves that violate recent experience. Eight critical decision points become laboratories for practicing calibrated responses rather than reactive ones.