Soybean Historical Replay: 2013-06 to 2013-09
Replay the 2013 soybean slide across 72 daily bars, where prices fell from 1516.5 to 1321.75 (-12.8%) under policy-driven volatility. Walk through 13 decision points, including 5 critical ones, and receive AI coach feedback — simulated capital, purely educational.
72 daily bars · 13 decision points · 2013-06 to 2013-09 · Commodities
Key facts
This window spans 103 days with a peak-to-trough drawdown of 20.5% and a 16.0% run-up.
- Max drawdown
- −20.5%
- Max run-up
- +16.0%
- Duration
- 103 days
- Largest single-day move
- −9.4%
- Bars
- 72 Daily bars
- Decision points
- 13
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 summer of 2013 found grain markets navigating a landscape defined by shifting policy signals and heightened uncertainty. For soybean traders operating across the 2010s decade, the period from mid-June to late September presented a demanding environment where policy-driven volatility created abrupt dislocations in an otherwise seasonal market. The asset faced headwinds from multiple directions simultaneously, forcing market participants to make consequential decisions under conditions where conventional patterns offered limited guidance.
Between June 14 and September 25, 2013, soybean prices declined from 1516.5 to 1321.75, representing a total move of -12.8% over just 72 trading days. The journey proved more turbulent than the aggregate figure suggests, with the market experiencing a maximum drawdown of 20.5% and absorbing its largest single-session swing of 9.4% during the decline. This combination of persistent downward pressure punctuated by sharp intraday reversals created a demanding decision environment, where maintaining position discipline required constant recalibration of risk parameters.
This replay session condenses those months into 13 decision points, including 5 that demand particular analytical attention. The scenario tests whether traders can maintain disciplined risk processes when markets move against positions, when drawdowns exceed comfort thresholds, and when policy headlines arrive without warning. Success depends less on predicting direction and more on executing a consistent process that accounts for the psychological weight of sustained losses and the temptation to abandon strategy during extended drawdowns. The historical record demonstrates that participants who survived this period did so through adherence to sound risk management rather than through prescient positioning.
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