Soybean Historical Replay: 2013-11 to 2014-05
Replay a soybean surge from 1280.5 to 1502.25 across 122 daily bars in this historical grains scenario. Step through each trading day, tackle 21 decision points, and receive AI coach feedback in a simulated educational setting.
122 daily bars · 21 decision points · 2013-11 to 2014-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 5.7% and a 20.6% run-up.
- Max drawdown
- −5.7%
- Max run-up
- +20.6%
- Duration
- 179 days
- Largest single-day move
- −3.7%
- Bars
- 122 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
In late 2013, the US grains market entered a significant upward phase in soybeans. This historical replay spans from November 15, 2013 to May 13, 2014, covering 122 daily bars of authentic market data from the 2010s. The scenario captures a classic commodity boom environment where agricultural markets faced shifting demand patterns and seasonal pressures, creating conditions where traders needed to balance optimism about rising prices against the ever-present risk of sharp reversals.
The price trajectory moved from 1280.5 to 1502.25, representing a 17.3% gain over the six-month period. Yet the path was far from linear—the market experienced a maximum drawdown of 5.7% and witnessed its largest single-bar move of 3.7%, moments that tested the conviction of any participant holding a position. Across the replay, traders confronted 21 decision points, with 7 designated as critical junctures where directional conviction and risk management were most severely evaluated.
This replay teaches that solid returns in trending markets demand more than directional accuracy. Participants must cultivate disciplined processes for sizing positions, managing drawdowns, and maintaining psychological equilibrium when volatility spikes. The 21 decision points serve as a training ground where mistakes remain purely educational, allowing traders to refine their risk frameworks and emotional responses without financial consequence. Such practice builds the adaptive decision-making muscle essential for navigating real market complexity.
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