Corn Historical Replay: 2018-02 to 2018-08
Replay 128 daily bars of 2018 corn trading as U.S. grain markets navigated shifting policy headlines and a 19.2% max drawdown. Step through each session, face 22 decision points, and receive an AI coach review on every move using simulated capital only.
128 daily bars · 22 decision points · 2018-02 to 2018-08 · Commodities
Key facts
This window spans 183 days with a peak-to-trough drawdown of 19.2% and a 12.7% run-up.
- Max drawdown
- −19.2%
- Max run-up
- +12.7%
- Duration
- 183 days
- Largest single-day move
- +3.8%
- Bars
- 128 Daily bars
- Decision points
- 22
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 setting is U.S. corn futures during the first half of 2018, a period when grain markets faced considerable uncertainty from shifting agricultural policy headlines. Between February 12 and August 14, 2018, traders navigated a complex landscape where domestic subsidy debates and export demand signals created an environment demanding disciplined position management. This historical replay immerses participants in 128 daily bars of authentic market data, asking them to process policy-driven volatility without the benefit of hindsight.
What unfolded was a notably flat outcome: corn closed the period at 362.25 from an opening of 367, representing a modest -1.3% decline. However, this seemingly benign net result concealed substantial intermediate turbulence, with a maximum drawdown of 19.2% testing even patient strategies. The largest single session moved 3.8%, illustrating how headline risk can produce sudden directional spikes that challenge risk management discipline. Participants encountered 22 decision points, including 8 critical junctures where directional conviction was essential for maintaining favorable positioning.
The replay's primary educational value lies in demonstrating how policy-driven noise can obscure trend clarity, demanding traders maintain systematic approaches rather than reacting to headlines. Managing through the 19.2% drawdown required strict position sizing and emotional control, while capitalizing on the 3.8% single-bar opportunities required pre-defined entry criteria and disciplined exits. With simulated capital at stake, participants can explore consequence-free responses to each of the 22 decision points, building intuition for how policy uncertainty demands both patience and preparedness for sudden market dislocations.