Soybean Historical Replay: 2015-06 to 2015-12
Replay soybeans from June to December 2015 across 116 daily bars as prices slid 12.4% and volatility spiked. Step through 20 decision points, including 7 critical ones, and receive an AI coach review of each call—simulated capital, purely educational.
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 8.7% run-up.
- Max drawdown
- −18.8%
- Max run-up
- +8.7%
- Duration
- 164 days
- Largest single-day move
- −6.2%
- 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
This replay steps into the soybean market across 116 trading days from late June to early December 2015, a period marked by policy uncertainty and currency shifts in China. The August 2015 RMB devaluation had sent ripples through commodity markets, and traders faced the complex task of positioning through a climate of evolving trade policy signals and slowing Chinese demand. The stakes were high: participants had to decide how to react as macro headwinds built against a historically volatile agricultural commodity.
What unfolded was a sustained decline, with soybean prices sliding from 1002.5 to 878.25, a drop of -12.4%. The market was far from orderly: a maximum drawdown of 18.8% tested risk management assumptions, while the largest single-day move of 6.2% demanded split-second responses. Within this 116-bar span, traders encountered 20 decision points, of which 7 were deemed critical moments where positioning choices carried heightened consequence. The combination of directional pressure and sharp intraday spikes made this a demanding scenario for anyone accustomed to trending moves without such violent mean-reversion spikes.
For decision training, this replay is a clinic in managing volatility rather than just direction. The lesson is not about calling the top but about process: sizing positions to survive a -12.4% drawdown without blowing up, and keeping psychology in check when a single bar can wipe out a week's gains. Navigating 20 decision points with 7 critical nodes forces traders to confront the difference between a well-reasoned thesis and disciplined execution under pressure. The era reminds us that macro events like currency devaluations can overwhelm supply-demand fundamentals, and the best preparation is a repeatable system that accounts for fat tails rather than a point forecast that assumes calm markets.