Soybean Historical Replay: 2018-06 to 2018-09
Replay the 2018 soybean crash across 68 daily bars and watch price slide from 889.5 to 845.75. Step through 12 decision points, including 4 critical ones, and receive an AI coach review of your simulated choices in this educational training scenario.
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 9.9% and a 11.0% run-up.
- Max drawdown
- −9.9%
- Max run-up
- +11.0%
- Duration
- 97 days
- Largest single-day move
- −4.7%
- 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.
Related scenarios
- Live Cattle Historical Replay: 2018-06 to 2018-092018 · Lv.3
- Rough Rice Historical Replay: 2018-06 to 2018-092018 · Lv.4
- Soybean Meal Historical Replay: 2018-06 to 2018-092018 · Lv.2
- Wheat Historical Replay: 2018-06 to 2018-092018 · Lv.3
- Corn Historical Replay: 2018-05 to 2018-082018 · Lv.3
- Corn Historical Replay: 2014-11 to 2015-052014 · Lv.2
Event Replay
What happened — and what it teaches
This replay transports traders to the Chinese soybean market in the summer and early autumn of 2018, a period marked by escalating trade tensions and their ripple effects on agricultural commodities. Over 68 daily bars spanning June 20 to September 25 in the 2010s, participants confront a market caught in a sustained downtrend, where each decision carries weight and the margin for error narrows as conditions deteriorate. The scenario places you in the cockpit during a crash event, demanding that you navigate uncertainty without the comfort of hindsight.
The numbers tell a stark story. Price slid from 889.5 to 845.75, translating into a 4.9% loss over the data span. The maximum drawdown of 9.9% reveals how much worse it felt in real time, while the largest single-bar move of 4.7% underscores the violent intraday swings that characterize crash environments. Twelve decision points are woven into the replay, four of them critical inflection moments where the trajectory could have shifted dramatically depending on your choices.
For educational purposes, this scenario strips away prediction and focuses on process. Twelve decision points demand disciplined analysis under pressure, while the 9.9% max drawdown and 4.7% single-bar volatility test whether your risk management can hold when emotions run hot. The crash context forces confrontation with loss aversion and the temptation to average down or exit prematurely. Learning here is not about calling the top but about building the psychological resilience and methodological rigor that separate trained decision-makers from reactive gamblers.