Wheat Historical Replay: 2018-06 to 2018-09
A 17.9% drawdown defined this 2018-06 to 2018-09 wheat crash across 68 daily bars. Replay each session, face 4 critical decision points, and get AI coach review of your calls—simulated capital, purely educational.
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 17.9% and a 22.4% run-up.
- Max drawdown
- −17.9%
- Max run-up
- +22.4%
- Duration
- 97 days
- Largest single-day move
- +6.4%
- 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
The scenario captures a pivotal chapter in commodity markets: wheat futures during the summer of 2018. This 68-day period spanning from June 20 to September 25, 2018 tested participants across 12 decision points, with 4 marked as critical. The wheat market operated in the 2010s decade, a period characterized by geopolitical tensions, weather uncertainties, and shifting global trade flows that made agricultural commodities particularly volatile.
The close price moved from 488.25 to 520.75, representing a modest 6.7% net gain over the span. However, this headline figure obscures a turbulent journey. The market experienced a maximum drawdown of 17.9%, meaning traders who entered at wrong inflection points faced significant unrealized losses. The largest single-bar move of 6.4% in either direction added to the psychological pressure, as dramatic daily swings demanded constant reassessment of positions and risk parameters.
For decision training, this scenario illustrates the gap between outcome and process. The 6.7% net gain masks the emotional toll of navigating a 17.9% drawdown, teaching participants that holding through volatility requires conviction backed by risk limits. The 6.4% single-bar moves demonstrate how noise can masquerade as signal, rewarding disciplined traders who stick to rules and penalizing reactive ones. Participants learn to separate price action from narrative, manage exposure during adverse moves, and recognize that survival through drawdowns is prerequisite to capturing any net positive return.