Soybean Meal Historical Replay: 2015-06 to 2015-12
Replay 116 daily bars of soybean meal from June to December 2015, watching the contract fall -19.8% from 341.9 to 274.2 amid a 26.8% drawdown. Step through decision points interactively, receive AI coach feedback, and learn how policy shocks moved the market — all simulated capital, no real trades.
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 26.8% and a 9.6% run-up.
- Max drawdown
- −26.8%
- Max run-up
- +9.6%
- Duration
- 164 days
- Largest single-day move
- +5.1%
- 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
In mid-2015, the soybean meal futures market entered a period of intense turbulence as policy uncertainty and macroeconomic concerns reshaped agricultural commodity dynamics. Over six months spanning from June 29 to December 10, traders faced a complex landscape where currency pressures and policy shifts created sustained downward pressure on grain markets. The 116 daily bars available for replay capture this critical window when fundamental assumptions about supply, demand, and policy stability were being challenged simultaneously.
The contract plummeted -19.8% from 341.9 to 274.2, with a maximum drawdown reaching 26.8% — a severity that tested even experienced traders' risk management discipline. The largest single-bar move of 5.1% demonstrated how quickly sentiment could shift, particularly around policy announcements. Across the replay, participants encountered 20 decision points, including 7 critical junctures where positioning and risk tolerance determined whether losses were contained or amplified.
This replay teaches that policy-driven markets require adaptive frameworks rather than static strategies. The drawdown magnitude underscores the importance of sizing positions to survive extended adverse moves without forced liquidation. The 7 critical decision points illustrate how a handful of high-stakes moments can define overall performance, making preparation and emotional control as valuable as analytical skill. All trades occur with simulated capital, allowing participants to internalize these lessons without financial consequence.