Rough Rice Historical Replay: 2012-06 to 2012-09
Replay 68 days of rough rice trading from June through September 2012, with prices closing up 2.8% despite a 10.0% peak drawdown. Step through 12 decision points, including 4 critical ones, and receive an AI coach review of your simulated choices.
68 daily bars · 12 decision points · 2012-06 to 2012-09 · Commodities
Key facts
This window spans 97 days with a peak-to-trough drawdown of 10.0% and a 12.6% run-up.
- Max drawdown
- −10.0%
- Max run-up
- +12.6%
- Duration
- 97 days
- Largest single-day move
- +5.2%
- Bars
- 68 Daily bars
- Decision points
- 12
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
Rough rice traders entering the summer of 2012 faced a textbook commodity shock. The US Midwest was enduring its worst drought in decades, sending ripples across grain markets and raising supply concerns. The 68-day window from June 20 to September 25, 2012 presented rough rice traders with a demanding environment where weather uncertainty, shifting global demand cues, and cross-market spillovers from other grains created complex decision-making conditions. Navigating this period meant confronting a market where the fundamental picture was anything but clear.
The price outcome was deceptively modest yet internally volatile. Rough rice closed at 14.89, representing a 2.8% gain from its 14.49 opening, but this headline number masked significant turbulence. The market experienced a maximum drawdown of 10.0% at its worst point, while individual sessions saw moves as large as 5.2%. Traders were tested by 12 decision points across the replay, with 4 designated as critical junctures where positioning decisions carried heightened consequence.
This replay hones the skill of maintaining process discipline through misleading calm. A modest net return accompanied by severe intermediate losses demands psychological resilience and strict risk management. The gap between headline result and intraperiod pain teaches that survival during commodity shocks often depends on position sizing and emotional control rather than directional conviction alone.
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