Soybean Historical Replay: 2016-11 to 2017-05
Replay 124 daily bars of soybean price action from November 2016 to May 2017, watching a 12.8% drawdown unfold. You step through each trading day, face 7 critical decision points, and receive an AI coach review of your simulated choices.
124 daily bars · 21 decision points · 2016-11 to 2017-05 · Commodities
Key facts
This window spans 181 days with a peak-to-trough drawdown of 12.8% and a 9.1% run-up.
- Max drawdown
- −12.8%
- Max run-up
- +9.1%
- Duration
- 181 days
- Largest single-day move
- +2.9%
- Bars
- 124 Daily bars
- Decision points
- 21
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 scenario places you inside US soybean futures during a transitional period for commodity markets. From November 2016 through May 2017, global agricultural commodities faced headwinds from currency shifts and evolving supply-demand balances. Over 124 trading days, this replay tracks the soybean contract through its full arc, challenging you to navigate not just the directional bias but the moments of maximum uncertainty. Seven critical decision points punctuate the timeline, each testing whether your process can hold when the market offers no easy answers.
The headline outcome appears benign on the surface: prices drifted from 989.5 to 965.25, a net decline of just 2.5%. Yet that modest finish conceals a rougher journey. The maximum drawdown reached 12.8%, meaning positions entered at wrong moments faced substantial pressure. A single-bar move of 2.9% illustrates how quickly sentiment can swing, and the 21 total decision points scattered across the six-month window provided repeated opportunities to either build on progress or erode it through reactive choices.
For decision training, this replay emphasizes discipline over prediction. The 12.8% drawdown is a reminder that even modest-looking moves can extract severe short-term costs if position sizing and risk limits are not respected. The concentration of critical junctures teaches that market timing rarely resolves cleanly—each decision cascades into the next. The deepest lesson lies in psychological resilience: maintaining process fidelity when positions move against you is what separates structured learning from reactive gambling. This historical window rewards those who treat every bar as information rather than confirmation.