Rough Rice Historical Replay: 2018-06 to 2018-09
Rough rice plunged 21.9% between June 20 and September 25, 2018, a historic slide with a 22.8% drawdown. In this replay, you step through 68 daily bars and 4 critical decision points, receiving an AI coach review of your simulated choices.
68 daily bars · 12 decision points · 2018-06 to 2018-09 · Commodities
Key facts
This window spans 97 days with a peak-to-trough drawdown of 22.8% and a 7.1% run-up.
- Max drawdown
- −22.8%
- Max run-up
- +7.1%
- Duration
- 97 days
- Largest single-day move
- −6.5%
- Bars
- 68 Daily bars
- Decision points
- 12
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 summer of 2018, Chinese rough rice markets entered a period of acute distress that tested the resolve of every participant. The scene spans 68 daily trading bars from June 20 to September 25, encompassing the full descent of a commodity that had sustained prices near cycle highs. Twelve decision points punctuate this replay, four of them critical junctures where positioning and risk management made the difference between meaningful capital preservation and severe impairment. The stakes were simple: the market was trending, momentum was building, and wrong-side exposure compounded daily.
The mathematics of this crash are stark. Rough rice fell from 12.65 to 9.88, a decline of 21.9% over the period. Maximum drawdown reached 22.8%, meaning any entry near the top faced near-complete erasure of stop levels. The largest single-bar move of 6.5% arrived without warning, a volatility spike that would have swept stops and challenged even disciplined position sizing. This was not a gentle repricing but a sustained, accelerating liquidation that punished delayed responses and rewarded those who sized positions for the possibility of extreme moves.
For decision training, this replay teaches that trending commodity crashes demand early recognition and systematic risk reduction rather than averaging down. The 6.5% single-day shock illustrates how volatility clusters in drawdown environments, making conventional stop distances insufficient. Process discipline—reviewing each of the 12 decision points against pre-defined rules—reveals where instinct conflicts with probability. Psychologically, the scenario exposes the trap of holding losing positions while waiting for "fair value," a behavior that transforms paper losses into capital destruction. The four critical decision points serve as mirrors for examining whether your simulated choices honored risk limits or succumbed to hope.