Rough Rice Historical Replay: 2014-11 to 2015-05
Rough rice slid 22.6% from 11.91 to 9.22 across 122 daily bars between 2014-11-17 and 2015-05-13, testing nerves with a 26.8% drawdown. Replay the grain crash day by day, face 21 decision points, and get an AI coach review on every simulated trade.
122 daily bars · 21 decision points · 2014-11 to 2015-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 26.8% and a 8.7% run-up.
- Max drawdown
- −26.8%
- Max run-up
- +8.7%
- Duration
- 177 days
- Largest single-day move
- +4.0%
- 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
Rough rice, a staple commodity in global agricultural markets, entered a challenging period in November 2014. The 2010s decade brought evolving supply dynamics across Asian and Western hemispheres, and rice futures faced headwinds from currency fluctuations and shifting inventory expectations. This historical replay places traders directly into the market trajectory that defined the months ahead, where directional conviction and disciplined execution would be repeatedly tested.
The market descended from 11.91 to 9.22 over 122 daily bars, a decline of 22.6%. The maximum drawdown of 26.8% meant that any strategy without adequate buffer would have been stopped out or margin-pressed. Intradate volatility was punctuated by single-bar moves reaching 4.0%, creating moments where reactive decisions could override systematic plans. Navigating 21 decision points, including 7 critical junctures, demanded traders continuously reassess exposure, timing, and conviction throughout the sustained downtrend.
This replay sharpens decision training by immersing participants in an environment where losses compound and momentum persists. The extended drawdown forces realistic examination of position sizing and risk threshold adherence. Volatility spikes test whether traders distinguish between noise and structural shifts. Psychologically, the sustained nature of the decline challenges the tendency to abandon process under pressure. Each simulated trade becomes a case study in maintaining discipline when market conditions align against initial positions.