Soybean Meal Historical Replay: 2013-11 to 2014-05
Replay 122 daily bars of soybean meal from 2013-11-15 to 2014-05-13, a period that saw prices climb 21.2% before a 10.4% drawdown. Step through 21 decision points, including 7 critical moments, and receive an AI coach review of each simulated trade for educational insight.
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 10.4% and a 23.8% run-up.
- Max drawdown
- −10.4%
- Max run-up
- +23.8%
- Duration
- 179 days
- Largest single-day move
- −5.2%
- 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
Soybean meal futures trade within the US grains complex, and this replay captures a stretch of the 2010s when seasonal rhythms, export flows, and feed-demand cycles all pressed against each other. The window opens in November 2013 and runs through May 2014, a span that placed participants squarely inside the kind of sustained directional move that tests conviction as much as capital. The stage is set with 122 daily bars and 21 decision points, seven of which are marked as critical, demanding clear-eyed evaluation rather than reactive hedging.
Prices rose from 410.5 to 497.7, delivering a 21.2% appreciation over the replay window. The journey was anything but smooth: a single session produced a 5.2% swing, and the peak-to-trough drawdown hit 10.4%, erasing a meaningful portion of open gains. Those who mistook momentum for certainty found their paper profits vulnerable to sharp reversals, while those who sized positions without a buffer for volatility likely faced margin pressure during the deepest pullback.
This scenario strips away hindsight and forces traders to manage process under uncertainty. The lesson is not that trend-following wins or that fading moves is smarter, but that disciplined position-sizing and emotional regulation determine whether a trader's edge survives a 10.4% drawdown. Seven critical nodes replay the moments where bias, risk tolerance, and market reading either held or broke down, offering a training ground where the only score that matters is the quality of the decision, not the outcome alone.
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