Wheat Historical Replay: 2018-02 to 2018-08
Replay the 2018 wheat market across 128 daily bars as the close climbed from 464 to 541.75, a 16.8% gain. Step through each session, make policy-driven decisions at 22 checkpoints, and receive an AI coach review of your reasoning, 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 13.5% and a 29.0% run-up.
- Max drawdown
- −13.5%
- Max run-up
- +29.0%
- Duration
- 183 days
- Largest single-day move
- +6.4%
- 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 wheat market in the 2010s entered a period where policy decisions could shift supply-demand expectations within days. From 2018-02-12 to 2018-08-14, traders faced 128 daily bars of unfolding events, with policy signals emerging unpredictably across the period. Twenty-two decision points—eight deemed critical by the scenario design—required participants to interpret shifting information streams and position accordingly. The central challenge was not merely reading charts but decoding the policy environment that was driving grain markets during this volatile era.
The wheat contract rose from 464 to 541.75, delivering a 16.8% return over the replay window. Yet the journey was far from smooth: a maximum drawdown of 13.5% tested conviction, while a largest single-bar move of 6.4% created moments where quick judgment separated prudent risk-takers from overextended ones. Those who treated each of the 22 decision points as disciplined checkpoints—not reactive guesses—were better positioned to capture the net gain while managing the inherent turbulence of a policy-sensitive market.
This replay illuminates why process matters more than prediction. The 13.5% drawdown and 6.4% single-bar moves remind participants that volatility is structural, not exceptional, in grain policy environments. Eight critical decision points demanded clear reasoning under uncertainty, while the remaining checkpoints reinforced that small, consistent choices compound. Psychological discipline—staying anchored to analysis rather than emotion during sharp reversals—becomes the differentiator. For training purposes, the value lies in building a repeatable framework: how to read policy signals early, size positions against known drawdown risks, and maintain composure when the market delivers its sharpest daily swings.