Rough Rice Historical Replay: 2016-09 to 2017-03
Replay 110 daily bars of rough rice from September 2016 to March 2017, navigating a 12.5% drawdown shaped by post-election policy shifts. Step through 19 decision points, including 7 critical moments, and receive AI coach feedback on each call you make in this simulated training environment.
110 daily bars · 19 decision points · 2016-09 to 2017-03 · Commodities
Key facts
This window spans 162 days with a peak-to-trough drawdown of 12.5% and a 9.4% run-up.
- Max drawdown
- −12.5%
- Max run-up
- +9.4%
- Duration
- 162 days
- Largest single-day move
- −4.9%
- Bars
- 110 Daily bars
- Decision points
- 19
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 rough rice market entered September 2016 with post-summer momentum, but the November presidential election introduced a new policy era that would reshape agricultural commodity dynamics. Over the following months, dollar strength and shifting trade expectations created an unpredictable landscape for grain traders. This replay spans 110 daily bars, placing participants directly into 19 decision moments where policy signals intersected with seasonal supply patterns.
The closing price declined from 9.77 to 9.47, representing a -3.1% move, yet the journey proved far more turbulent than the net result suggests. The market experienced a maximum drawdown of 12.5%, with volatility spiking during the post-election period. A single session saw a 4.9% move, demonstrating how quickly sentiment can shift when policy uncertainty collides with commodity fundamentals.
This scenario tests the trader's ability to manage risk under political uncertainty while maintaining disciplined position sizing. Participants must navigate 7 critical decision points where the margin for error narrows significantly. The educational value lies in recognizing that surviving a 12.5% drawdown without forced liquidation matters more than achieving the final -3.1% outcome. Process discipline, emotional regulation during volatility spikes, and clear pre-defined risk thresholds become the true measures of performance in this simulated environment.