Soybean Meal Historical Replay: 2014-08 to 2015-01
Replay the 2014 soybean meal slide from 433.3 down to 331.5 over 106 daily bars. Step through 19 decision points, including 7 critical ones, and receive an AI coach review of your simulated choices.
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 32.9% and a 35.1% run-up.
- Max drawdown
- −32.9%
- Max run-up
- +35.1%
- Duration
- 154 days
- Largest single-day move
- −17.0%
- 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
The soybean meal futures market entered a decisive phase in late August 2014, as commodity traders faced mounting uncertainty across the grains sector. Over the following five months, from August 22, 2014 to January 23, 2015, participants would navigate a sustained downtrend that tested both analytical rigor and emotional discipline. This 106-day replay places traders at 19 decision points—7 of them critical—where positioning, risk management, and conviction would be repeatedly evaluated against a market that showed no immediate signs of reversal.
The numbers tell a stark story: prices collapsed from 433.3 to 331.5, a decline of 23.5%. The journey was anything but smooth, with a maximum drawdown of 32.9% testing even the most defensively positioned portfolios. Most alarming for those managing intraday risk, a single trading session delivered a 17.0% move—illustrating how quickly conventional risk parameters could be breached in a trending commodity market driven by shifting policy signals.
This replay's deepest value lies not in predicting outcomes but in experiencing the psychological pressure of a prolonged drawdown. Participants learn to distinguish between structural shifts warranting position adjustment and noise that tests conviction. The contrast between the -23.5% total decline and the 32.9% peak-to-trough drawdown reveals why disciplined risk sizing matters more than directional accuracy. By confronting a 17.0% single-bar shock within a controlled simulation, traders build the emotional resilience and process discipline that define sustainable market participation.
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