Corn Historical Replay: 2018-05 to 2018-08
Replay the 2018 corn slide from 394.75 to 371 over 62 daily bars and a 19.2% drawdown. Step through each session, face 11 decision points, and receive an AI coach review in a simulated educational environment.
62 daily bars · 11 decision points · 2018-05 to 2018-08 · Commodities
Key facts
This window spans 89 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
- 89 days
- Largest single-day move
- −3.6%
- Bars
- 62 Daily bars
- Decision points
- 11
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
Corn markets in the 2010s navigated a complex landscape of shifting export flows, weather uncertainty, and evolving global supply dynamics. The May-to-August 2018 period tested traders with a sustained directional move that punished complacency and rewarded disciplined risk management. This replay places participants inside the daily grind of that environment, where each session brought fresh data and the potential for accelerated losses.
The scenario spans 62 daily bars from 2018-05-09 to 2018-08-06, tracking corn prices as they fell from 394.75 to 371, a decline of -6.0%. Yet the headline number understates the stress: the maximum drawdown reached 19.2%, and the largest single-bar move hit 3.6%. Throughout this stretch, participants faced 11 decision points, including 4 critical moments that demanded clear-headed responses to evolving conditions.
Working through this replay sharpens several competencies essential for market practitioners. The disconnect between the -6.0% net move and the 19.2% drawdown teaches how temporary reversals can mask deeper vulnerability, reinforcing the importance of drawdown-based position sizing. Confronting the 4 critical decision points builds the habit of acting according to process rather than reacting to noise. Perhaps most valuable, the extended nature of this decline trains emotional regulation—the ability to maintain analytical distance when positions move against you day after day.