Soybean Meal Historical Replay: 2017-11 to 2018-05
Replay 122 daily bars of soybean meal from November 2017 to May 2018 as a close climbed 22.9% from 311.3 to 382.7. Work through 21 decision points day by day, face 7 critical calls, and get AI coach review of 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 9.3% and a 30.2% run-up.
- Max drawdown
- −9.3%
- Max run-up
- +30.2%
- Duration
- 177 days
- Largest single-day move
- +4.2%
- 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 the late 2010s, soybean meal—a key input for livestock feed—faced a significant inflationary pressure test. This replay spans 122 daily bars from November 2017 to May 2018, placing participants in the role of navigating a commodity market where dollar weakness and strong demand dynamics were pushing prices higher. The stakes were clear: understanding how to position, adjust, or exit when macro forces collide with agricultural fundamentals.
The close climbed 22.9% from 311.3 to 382.7 over this five-and-a-half-month window. Yet the journey was far from linear—the market endured a maximum drawdown of 9.3%, and traders had to contend with a largest single-bar move of 4.2%. With 21 decision points and 7 of them critical, every entry and exit carried weight. This was not a smooth drift upward; it was a test of conviction under fluctuating conditions.
This scenario sharpens three core skills. First, process: navigating 21 decision points forces disciplined evaluation rather than impulsive reaction. Second, risk: the 9.3% drawdown reminds participants that even trending markets punish poor position management. Third, psychology: the 4.2% single-bar volatility tests whether fear or greed drives exits. Completing this replay builds the muscle memory needed to stay systematic when markets move suddenly against or for your thesis.