Soybean Historical Replay: 2017-11 to 2018-05
Replay 122 daily bars of soybean pricing from late 2017 through a 6.7% drawdown era shaped by inflation and volatility. Step through each session, face 21 decision points including 7 critical ones, and receive AI coach feedback in a simulated, educational environment.
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 6.7% and a 13.4% run-up.
- Max drawdown
- −6.7%
- Max run-up
- +13.4%
- Duration
- 177 days
- Largest single-day move
- +2.6%
- 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.
Event Replay
What happened — and what it teaches
In late 2017, soybean markets entered a period shaped by inflation pressures and commodity volatility. This replay spans 122 daily bars from 2017-11-15 to 2018-05-11, covering a significant stretch of the 2010s commodity cycle. Participants faced the challenge of navigating an asset class where macroeconomic forces—particularly inflation dynamics—could rapidly shift market sentiment and pricing. The scenario posed a fundamental question: how does one make sound decisions when the broader environment hums with uncertainty?
Over the full period, soybean prices moved from 976.25 to 994.75, a modest 1.9% gain. However, this headline figure obscures considerable turbulence: the scenario carried a maximum drawdown of 6.7%, with the largest single session delivering a 2.6% move. The real test lay in the 21 decision points embedded within this span, 7 of which were designated critical. Each moment demanded traders weigh inflation signals against commodity fundamentals, testing their ability to parse macro noise from actionable market signals.
This scenario hones several competencies central to commodity trading. First, it trains traders to distinguish between persistent inflation trends and temporary price spikes—essential when single sessions can swing 2.6%. Second, it underscores position sizing: a 6.7% drawdown can quickly erode capital if risk is not calibrated to volatility. Third, it reveals how decision fatigue accumulates over extended periods; managing 21 distinct judgment calls, rather than reacting impulsively, separates disciplined traders from emotional ones. These sessions are purely educational, designed to build process and self-awareness rather than predict outcomes.