Soybean Historical Replay: 2014-11 to 2015-05
Soybean futures slid from 1036.25 to 975 across 122 trading days ending May 2015, a 5.9% drop capped by a 9.9% drawdown. In this educational replay you step through each bar, face 21 decision points, and receive AI coach feedback using simulated capital.
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 9.9% and a 7.4% run-up.
- Max drawdown
- −9.9%
- Max run-up
- +7.4%
- Duration
- 177 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
Soybean futures represent one of the most actively traded agricultural commodities globally, with price movements driven by seasonal patterns, weather events, and shifting global demand. The period from November 2014 to May 2015 captured a notable downward cycle in the grain markets, when US soybean prices moved through a sustained decline. Participants in this educational replay face the challenge of navigating 21 decision points while the market tested investor conviction and risk management discipline. The historical context of the 2010s grain sector provides a rich training ground for understanding commodity volatility dynamics.
Over the course of 122 trading days spanning from November 17, 2014 to May 13, 2015, soybean futures declined from 1036.25 to 975, representing a -5.9% loss. The move was far from linear; the market experienced a maximum drawdown of 9.9% and witnessed its largest single-bar movement of 3.7%, creating moments of acute stress for any position held through the period. This gap between the headline decline and the actual volatility experienced reveals why commodity trading demands robust risk frameworks and the ability to endure temporary losses without abandoning disciplined strategy.
This replay offers valuable lessons across three dimensions. First, the process of daily bar-by-bar decision making exposes how small consistent errors compound into meaningful underperformance. Second, the 9.9% drawdown illustrates risk management in practice—position sizing and stop discipline become the difference between survivable losses and account damage. Third, the psychological dimension emerges when facing 7 critical decision points where conviction must be weighed against market evidence. The educational value lies not in predicting the outcome but in building the decision-making frameworks that serve traders across all market conditions.