Soybean Historical Replay: 2012-07 to 2013-01
Replay the 2012-07 to 2013-01 soybean market across 118 daily bars where prices fell 13.8% from 1694.25 to 1459.75. You make one decision per day at 21 turning points and receive an AI coach review of your simulated trades.
118 daily bars · 21 decision points · 2012-07 to 2013-01 · Commodities
Key facts
This window spans 173 days with a peak-to-trough drawdown of 21.9% and a 10.3% run-up.
- Max drawdown
- −21.9%
- Max run-up
- +10.3%
- Duration
- 173 days
- Largest single-day move
- +4.0%
- Bars
- 118 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
The soybean market entered the second half of 2012 facing a complex confluence of macroeconomic uncertainty and agricultural supply dynamics. Over the following six months, traders navigated a sustained downtrend that tested both directional conviction and capital preservation instincts. This replay spans 118 daily bars from late July 2012 through mid-January 2013, placing you at the intersection of policy anticipation and commodity fundamentals. The stakes were clear: those who misjudged the momentum or mishandled risk exposure faced meaningful portfolio damage.
The numbers tell a story of grinding attrition. Prices declined 13.8% from 1694.25 to 1459.75, yet the experience was far more volatile than that headline figure suggests. The maximum drawdown reached 21.9%, meaning peak-to-trough losses substantially exceeded the final percentage change. The largest single-bar move hit 4.0%, illustrating that sharp intraday reversals and panic-driven spikes were common. Across these 118 bars, you confronted 21 decision points—seven of them critical inflection moments where a wrong call compounded quickly. The market offered no clean linear path; each rally disguised further weakness, and each dip promised support that often failed.
This scenario excels as a decision-training exercise precisely because it punishes assumption and rewards process. The persistent negative drift erodes confidence in long positions, while the occasional sharp rallies tempt premature re-entry. Managing risk across a 21.9% drawdown requires disciplined position sizing and pre-defined exit criteria—psychological armor against the natural human tendency to anchor on entry prices. Seven critical decision points force you to confront the cumulative cost of hesitation and overconfidence alike. The lesson is not about predicting the next move but about building a repeatable process that survives periods where even rational analysis faces headwinds.
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