Corn Historical Replay: 2015-11 to 2016-04
Replay 100 daily bars of US corn from 2015-11-09 to 2016-04-04, navigating a 7.9% drawdown and the Fed's December rate hike. You make decisions at 17 points, including 6 critical ones, with AI coach feedback on every call.
100 daily bars · 17 decision points · 2015-11 to 2016-04 · Commodities
Key facts
This window spans 147 days with a peak-to-trough drawdown of 7.9% and a 6.6% run-up.
- Max drawdown
- −7.9%
- Max run-up
- +6.6%
- Duration
- 147 days
- Largest single-day move
- −4.2%
- Bars
- 100 Daily bars
- Decision points
- 17
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
The replay transports you to US corn markets from 2015-11-09 to 2016-04-04, a period when the Federal Reserve prepared to tighten policy for the first time since the financial crisis. Over 100 daily bars, participants must navigate the crosscurrents between agricultural supply fundamentals and macro-financial forces that typically dominate grain markets only briefly. The scenario's tension lies in its modest overall decline masking significant intermediate volatility that punishes indecision.
The price moved from 366.75 to 354.5, a -3.3% net decline that understates the journey. A max drawdown of 7.9% tested positions severely at various points, while the largest single-bar move of 4.2% could have stopped out unprepared traders or rewarded those positioned correctly. Across the data span, you face 17 decision points, of which 6 are marked critical, forcing concrete choices about entry, exit, and sizing amid a period bookended by Fed uncertainty and ongoing grain market fundamentals.
This replay trains your process discipline under the specific pressure of macro-driven commodity volatility. The 7.9% drawdown and the 4.2% single-bar move together illustrate why pre-defined risk parameters matter more than directional conviction. Facing 6 critical decision nodes teaches you to distinguish between situations requiring immediate action and those demanding patience. The historical context—navigating the Fed's December 2015 rate hike as a commodities trader—reinforces that your edge comes from systematic reaction to events, not prediction of them. Every replay session builds the psychological resilience to hold positions through drawdowns while remaining responsive to regime shifts that demand strategy revision.
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