Soybean Historical Replay: 2015-11 to 2016-04
Replay 100 daily soybean bars from 2015-11-09 to 2016-04-04, a 4.6% close-to-close swing with a 6.1% drawdown. Step through every decision point, defend your calls, and receive AI coach review on simulated training capital.
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 6.1% and a 7.9% run-up.
- Max drawdown
- −6.1%
- Max run-up
- +7.9%
- Duration
- 147 days
- Largest single-day move
- −2.6%
- 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
Soybean futures in the 2010s faced a complex macro backdrop when this 100‑bar daily replay opens on 2015‑11‑09. The period straddles the Federal Reserve's December 2015 rate decision, an event that amplified U.S. dollar strength and rippled through commodity markets. For grain traders, the policy pivot created persistent cross‑winds: export demand signals, currency fluctuations, and seasonal supply dynamics all competed for attention, making disciplined decision‑making essential rather than optional.
Over the roughly five‑month span ending 2016‑04‑04, soybean prices moved from 873.5 to 913.5, a modest 4.6% close‑to‑close gain. Beneath that headline figure lay meaningful turbulence: a maximum drawdown of 6.1% tested position sizing discipline, while the largest single‑bar move of 2.6% demanded rapid reassessment of risk exposure. Participants navigated 17 decision points, six of which the replay designates as critical, forcing repeated evaluation of entry, exit, and scaling choices against evolving policy cues.
This replay distills three enduring lessons for training purposes. First, policy‑driven volatility demands a clear analytical framework before the market moves, not after. Second, a 6.1% drawdown illustrates how even modest directional bets can be squeezed by volatility spikes, reinforcing the need for position sizing that survives adverse stretches. Third, the cadence of 17 decision points across 100 bars reminds trainees that patience and selectivity outperform reactive trading when macro signals are ambiguous. The historical context is purely educational; no current investment recommendation is implied.
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