Wheat Historical Replay: 2013-06 to 2013-09
Replay 72 daily bars of 2013 US wheat across a summer 11.3% drawdown as policy headlines rattled grains markets. Step through each session, weigh 13 decision points, and receive AI coach feedback in this simulated capital-only training environment.
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 11.3% and a 6.9% run-up.
- Max drawdown
- −11.3%
- Max run-up
- +6.9%
- Duration
- 103 days
- Largest single-day move
- +3.2%
- 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 US wheat markets navigating one of their most volatile stretches in the 2010s. Policy headlines emanating from major exporting nations created persistent uncertainty across grain markets, forcing traders and analysts to recalibrate supply-demand assumptions on a near-daily basis. Against this backdrop, participants faced the challenge of maintaining analytical discipline while headlines drove erratic price swings.
Over the 72 daily bars spanning June 14 to September 25, 2013, wheat prices ultimately closed the period at 670.5, representing a modest -1.5% decline from the 680.75 opening level. The headline number obscures the turbulence within: the market experienced an 11.3% maximum drawdown during this stretch, with the largest single trading session delivering a 3.2% move. Navigating these sharp intraperiod swings required constant reassessment of positions and risk exposure.
This replay offers a rigorous training ground for decision-making under uncertainty. Participants confront 13 decision points across the scenario, five of which are classified as critical junctures where positioning choices carry heightened consequence. The central lesson concerns the distinction between news interpretation and position management—understanding a policy shift matters far less than executing the appropriate risk response when markets move violently against you. Traders emerge better equipped to separate signal from noise and maintain discipline through extended drawdown periods.
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