Soybean Meal Historical Replay: 2016-10 to 2017-01
Replay 64 daily bars of soybean meal from October 2016 to January 2017, capturing a 3.5% single-day surge during the boom. You step through each session, face 11 decision points, and receive an AI coach review on your simulated trades.
64 daily bars · 11 decision points · 2016-10 to 2017-01 · Commodities
Key facts
This window spans 96 days with a peak-to-trough drawdown of 6.5% and a 11.2% run-up.
- Max drawdown
- −6.5%
- Max run-up
- +11.2%
- Duration
- 96 days
- Largest single-day move
- +3.5%
- Bars
- 64 Daily bars
- Decision points
- 11
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
In October 2016, soybean meal futures entered a significant boom phase on the Chinese commodities market. Over the following months, from October 6, 2016 through January 10, 2017, 64 daily bars would test traders with a volatile advance that demanded both discipline and timing. The period fell squarely within the 2010s grains cycle, when agricultural commodities often displayed sharp directional moves that rewarded preparation and punished improvisation.
The price journey told a story of measured appreciation punctuated by sudden acceleration. From a close of 301.5, the contract finished at 313.4—a 3.9% net gain over the span. Yet this headline figure obscured a more turbulent undercurrent: a maximum drawdown of 6.5% tested conviction during pullbacks, while a largest single-bar move of 3.5% demonstrated how quickly momentum can shift in agricultural markets. Participants faced 11 decision points, including 4 critical junctures where directional conviction and risk management converged.
For decision training, this replay offers a masterclass in navigating boom dynamics. The 3.5% intraday surge during the advance teaches the importance of position scaling and volatility awareness. The 6.5% drawdown reminds participants that even favorable trends extract a psychological toll. The 11 decision points—particularly the 4 critical ones—provide structured moments to practice entries, exits, and the emotional regulation required when markets move with agricultural urgency. This is not about predicting the next boom, but about building the process and psychology to participate in one.