Rough Rice Historical Replay: 2014-08 to 2015-01
Replay 106 daily bars of rough rice from August 2014 to January 2015, watching the close slide from 12.82 to 11.01 in this educational market-history simulation. Work through 19 decision points and receive AI coach feedback on each choice, with simulated capital only.
106 daily bars · 19 decision points · 2014-08 to 2015-01 · Commodities
Key facts
This window spans 154 days with a peak-to-trough drawdown of 15.3% and a 8.4% run-up.
- Max drawdown
- −15.3%
- Max run-up
- +8.4%
- Duration
- 154 days
- Largest single-day move
- +3.3%
- Bars
- 106 Daily bars
- Decision points
- 19
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
Rough rice is not a headline commodity, but in the autumn of 2014 it offered traders a concentrated lesson in policy-driven price decay. The scene spans 106 daily bars from August 22, 2014 to January 23, 2015 — a quiet five months in which the close eroded from 12.82 to 11.01, a decline of -14.1%. This was not a crash; it was a slow bleed punctuated by a largest single-bar move of 3.3%, with a maximum drawdown of 15.3%. Nineteen decision points peppered the replay, seven of them flagged as critical, demanding disciplined responses to a sustained bearish drift.
The market moved with the grinding inevitability of a policy signal that reshaped supply and demand expectations for US grain. The 3.3% single-day swing — the largest in the dataset — served as a reminder that even gentle trends produce sharp intraday spikes that can trigger stop-losses or tempt entries against the prevailing flow. Across the 106 bars, a trader holding a long position would have watched a 15.3% drawdown materialize, testing conviction and risk management simultaneously. The 19 decision points forced repeated choices: hold, reduce, or exit in an environment where the directional bias was clear but the timing of each daily bar remained uncertain.
This replay teaches that policy-driven markets often reward patience over aggression. The -14.1% outcome unfolded over months, not days, meaning that position sizing and drawdown tolerance were as important as directional conviction. The 7 critical decision points highlight moments where the gap between analysis and action — influenced by fear, hope, or fatigue — could have amplified losses or preserved capital. For trainees, the value lies in experiencing that slow erosion without the benefit of hindsight, building the emotional resilience and systematic discipline needed when markets move against yougradually.
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