Soybean Meal Historical Replay: 2013-06 to 2013-09
Replay 72 daily soybean meal bars from 2013-06-14 to 2013-09-25 as a drawdown of -7.1% unfolded amid taper-tantrum volatility. Step through 13 decision points (5 critical) day-by-day and receive an AI coach review on each simulated choice.
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 26.1% and a 25.3% run-up.
- Max drawdown
- −26.1%
- Max run-up
- +25.3%
- Duration
- 103 days
- Largest single-day move
- −15.7%
- 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 marked one of the most turbulent periods for commodity markets in the 2010s, as Federal Reserve signals about tapering bond purchases sparked a broad reassessment of risk. Soybean meal, a key feed ingredient tracking global protein demand, was caught in the crossfire of shifting monetary policy expectations and macro-driven sentiment shifts. The replay window captures exactly this moment of uncertainty, when traders had to navigate a market with no clear fundamental catalyst but heavy technical and sentiment-driven pressure.
From 2013-06-14 to 2013-09-25, soybean meal prices declined from 450.7 to 418.6, a modest -7.1% net move that masks far more violent internal dynamics. The period registered a maximum drawdown of 26.1%, meaning anyone holding long exposure at the wrong time experienced losses far exceeding the headline number. The largest single-bar move of 15.7% in a single session highlights the kind of gap-driven volatility that makes stop-loss placement treacherous. Across 72 daily bars, the market delivered 13 distinct decision points, five of which the system flags as critical junctures where directional bias and sizing choices were severely tested.
This replay is a disciplined exercise in managing through volatility without a clear trend narrative. Participants must practice cutting losses under pressure, resisting the temptation to average down into a drawdown, and recognizing when the market is simply range-bound rather than trending. The psychological dimension is front and center: the gap between headline return and actual drawdown exposure teaches why monitoring only closing prices can be dangerously misleading. Navigating 13 decision points across this window builds the habits needed to survive periods when macro noise drowns out fundamentals and the path forward is genuinely uncertain.
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