Wheat Historical Replay: 2011-02 to 2011-08
Replay 126 days of a wheat market swing that closed -15.2% from 840.25 to 712.5, testing your decisions through 22 decision points including 8 critical ones. Walk through each session day by day, weigh your choices, and receive an AI coach review of your simulated trading.
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 31.3% and a 24.8% run-up.
- Max drawdown
- −31.3%
- Max run-up
- +24.8%
- Duration
- 181 days
- Largest single-day move
- −8.8%
- 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, the wheat market entered a turbulent period that would test any trader's conviction. From February 15 to August 15, 2011 — 126 trading days spanning the spring and summer months — participants faced a commodity market experiencing significant volatility during a boom era. The stakes were clear: navigate a market where grains were center stage, and every decision carried weight.
What unfolded was a sharp reversal. The contract fell from 840.25 to 712.5, a decline of -15.2%. Yet the headline number only tells part of the story. The maximum drawdown reached 31.3%, meaning peak-to-trough losses far exceeded the final percentage drop. Traders also had to contend with a largest single-bar move of 8.8%, a spike capable of wiping out positions or creating false breakouts. Across these 126 days, 22 decision points emerged, with 8 deemed critical — moments where positioning and risk management made the difference between recovering losses or compounding them.
This replay teaches the hard lessons of process over prediction. A -15.2% outcome is survivable; a 31.3% drawdown tests whether your risk framework holds under pressure. The 8.8% single-bar volatility reminds us that market noise can be lethal if you lack a clear exit logic. With 8 critical junctions, the scenario demands disciplined preparation: know your stops before the move, not after. Psychology matters as much as analysis here — the traders who thrived did not react to every bar but waited for high-conviction setups within their process. This is decision training, not day trading: the goal is building habits that survive drawdowns, not avoiding them entirely.