Rough Rice Historical Replay: 2015-06 to 2015-12
Replay 116 days of rough rice from June to December 2015, a period shaped by currency turmoil that drove a 13.5% climb. Step through each session, make decisions at 20 checkpoints, and receive an AI coach review of your simulated reasoning.
116 daily bars · 20 decision points · 2015-06 to 2015-12 · Commodities
Key facts
This window spans 164 days with a peak-to-trough drawdown of 18.8% and a 36.9% run-up.
- Max drawdown
- −18.8%
- Max run-up
- +36.9%
- Duration
- 164 days
- Largest single-day move
- +4.0%
- Bars
- 116 Daily bars
- Decision points
- 20
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 trading during mid-to-late 2015 presented traders with a complex macro environment. The commodity market was navigating currency volatility, particularly the Chinese yuan's unexpected moves in August 2015. This six-month period from June 29 to December 10 would test participants' ability to process macro signals while managing grain-specific supply and demand dynamics.
The market delivered a 13.5% gain over the 116-day span, with prices climbing from 9.79 to 11.11. Yet this headline number masks the journey's turbulence. The maximum drawdown reached 18.8%, demanding resilience through extended draw periods. A largest single-bar move of 4.0% underscores the sudden sentiment shifts that can appear without warning, rewarding preparation while punishing complacency.
This replay sharpens decision-making under uncertainty. Twenty checkpoints, seven flagged as critical, simulate real pressure points where directional conviction meets risk management. Participants practice separating process from outcome, understanding that disciplined execution during the 18.8% drawdown matters as much as capturing the final 13.5% return. The volatility environment hones emotional regulation, teaching that survival through drawdown periods often defines long-term performance more than any single trade decision.