Rough Rice Historical Replay: 2017-11 to 2018-05
Replay 122 daily rough rice bars from 2017-11-15 to 2018-05-11, navigating an 8.9% drawdown to test your commodity-era instincts. Work through 21 decision points—including 7 critical ones—day by day, then receive an AI coach review on your simulated choices.
122 daily bars · 21 decision points · 2017-11 to 2018-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 8.9% and a 15.5% run-up.
- Max drawdown
- −8.9%
- Max run-up
- +15.5%
- Duration
- 177 days
- Largest single-day move
- +4.9%
- Bars
- 122 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.
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- Soybean Historical Replay: 2017-11 to 2018-052017 · Lv.1
- Soybean Meal Historical Replay: 2017-11 to 2018-052017 · Lv.3
- Wheat Historical Replay: 2017-11 to 2018-052017 · Lv.3
Event Replay
What happened — and what it teaches
The scene places you inside US rough rice futures during the 2010s, specifically navigating 122 daily bars from 2017-11-15 to 2018-05-11. This period arrived against a backdrop of dollar weakness and commodity strength—a classic inflation-era dynamic that reshaped the landscape for agricultural futures. You are tasked with managing positions through this environment, where the 21 decision points embedded in the replay reflect the real cadence of price action, including 7 critical junctures where conviction and risk management were put to the test.
The market moved modestly in aggregate—closing at 12.48 from 12.09, a 3.2% net gain—yet the journey proved far more turbulent than the headline number suggests. A maximum drawdown of 8.9% tested portfolio discipline, while the largest single daily move of 4.9% demanded immediate tactical responses. Navigating this drawdown became the defining challenge of the replay, separating those who managed volatility effectively from those caught off-guard by the swings.
For decision training, the scenario distills commodity trading to its essential tension: process discipline versus directional conviction. The 8.9% drawdown forces you to confront how you behave when positions move against you within a broader trend, while the 4.9% single-bar volatility tests your real-time risk calibration. Each of the 7 critical points serves as a checkpoint—moments where choosing to act or stand pat reveals your trading psychology. The replay ultimately teaches that navigating inflationary commodity cycles demands not prediction, but a repeatable framework for managing uncertainty when the market does not cooperate.