Soybean Historical Replay: 2016-09 to 2017-03
Replay the 2016 soybean market across 110 daily bars, where prices climbed from 950.25 to 996.25 amid a 7.3% drawdown. Walk through every decision point day-by-day and receive an AI coach review of your simulated calls.
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 7.3% and a 13.7% run-up.
- Max drawdown
- −7.3%
- Max run-up
- +13.7%
- Duration
- 162 days
- Largest single-day move
- +2.9%
- 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
Soybean futures in the 2010s faced a pivotal stretch from late September 2016 through early March 2017. Over 110 daily bars, traders navigated a market shaped by agricultural policy uncertainty and shifting global trade dynamics. The scenario presents 19 decision points, seven of them critical, demanding disciplined responses to policy-driven volatility. This replay tests whether participants can read macro signals and manage positions through periods of heightened uncertainty.
Prices climbed from 950.25 to 996.25, delivering a 4.8% return across the full data span. The journey was far from linear, however. The market endured a 7.3% maximum drawdown, and single sessions could swing as much as 2.9%. Participants who failed to account for such bursts of volatility or who over-leveraged during drawdown phases would have found their simulated positions severely tested.
This replay teaches that process discipline outweighs outcome prediction. Managing a 7.3% drawdown without abandoning strategy, recognizing when a 2.9% single-bar move signals a regime shift rather than noise, and calibrating position sizes across 19 decision points all demand psychological resilience. The scenario isolates how policy headlines can move commodity prices sharply, rewarding traders who maintain systematic approaches rather than reacting emotionally to each announcement.