Soybean Historical Replay: 2011-02 to 2011-08
Step into 126 daily bars of soybean history from February to August 2011, navigating 22 decision points and 5.1% swings. Replay each market day interactively and receive an AI coach review of your simulated choices.
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 9.8% and a 11.4% run-up.
- Max drawdown
- −9.8%
- Max run-up
- +11.4%
- Duration
- 181 days
- Largest single-day move
- −5.1%
- 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
This scenario immerses traders in the soybean futures market during the first half of 2011, a period marked by significant global agricultural uncertainty. The data spans 126 daily bars from February 15 to August 15, 2011, placing participants squarely within the 2010s decade. Against a backdrop of fluctuating commodity demand and seasonal planting cycles, traders must navigate a complex landscape where every decision carries weight. The stage is set for 22 decision points, including 8 critical junctures that will test both analytical skill and emotional discipline.
The six-month period delivered a modest net decline of -1.8%, with prices retreating from 1368 to 1343.5. Yet this headline figure obscures the turbulence beneath the surface—the market experienced a maximum drawdown of 9.8% and witnessed single-bar swings reaching 5.1%. These figures reveal a market that, while ending nearly flat, subjected participants to substantial intraperiod volatility and stress. The gap between peak-to-trough losses and the final outcome creates a demanding test of risk management and position sizing.
This replay excels as a decision-training exercise for process discipline. The 22 decision points—including 8 critical moments—force traders to confront the recursive nature of risk management: protecting capital while staying engaged during extended drawdowns. The 9.8% maximum drawdown tests emotional resilience, while the 5.1% single-bar moves challenge position calibration under pressure. Participants learn that surviving volatility is distinct from predicting direction, and that maintaining discipline through sideways markets separates skilled practitioners from impulsive ones.