Soybean Meal Historical Replay: 2016-09 to 2017-03
Replay 110 daily soybean meal bars from late 2016 into early 2017, capturing a 9.0% close rise across shifting policy headlines. You step through the tape bar by bar, weigh 19 decision points including 7 critical calls, and receive an AI coach review of each simulated choice.
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 7.7% and a 19.2% run-up.
- Max drawdown
- −7.7%
- Max run-up
- +19.2%
- 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
Soybean meal futures in the US grains complex offer a window into how commodity markets absorb policy shocks. This replay covers 110 daily bars from 2016-09-29 to 2017-03-10, a span that straddles the November 2016 US election and the resulting volatility in currency and agricultural markets. With 19 decision points embedded across this stretch, participants face a realistic test of how policy headlines translate into trading choices when the news cycle moves fast and outcomes are uncertain.
The close moved from 297.9 to 324.6, a 9.0% gain over the full window. Yet the path was far from straight: the market endured a 7.7% max drawdown and a largest single-bar move of 4.9%, both reminders that direction alone does not tell the full story of risk. The 2010s era framing means participants experience a period when macro forces—currency swings, election rhetoric, trade signals—could overwhelm traditional supply-demand logic on any given day.
For decision training, the value lies in confronting 7 critical moments where conviction and risk management collide. Process matters more than prediction: knowing when to lean into a trend, when to hedge a policy tail risk, and when to preserve capital through a drawdown separates disciplined replay practice from simple outcome chasing. This scenario trains the psychological muscle of acting without certainty, a skill transferable well beyond the 2010s commodity belt.