Wheat Historical Replay: 2018-07 to 2018-10
Replay 64 trading days of US wheat from July to October 2018, when prices swung within a 17.9% drawdown. Step through 11 decision points—4 marked critical—while an AI coach reviews your simulated choices.
64 daily bars · 11 decision points · 2018-07 to 2018-10 · Commodities
Key facts
This window spans 88 days with a peak-to-trough drawdown of 17.9% and a 22.3% run-up.
- Max drawdown
- −17.9%
- Max run-up
- +22.3%
- Duration
- 88 days
- Largest single-day move
- +6.4%
- Bars
- 64 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
In the summer of 2018, US wheat futures entered a period of acute volatility that would test the composure of any market participant. From July 9 to October 5, spanning 64 trading days, the grain market faced the pressures of a broader emerging-market crisis, with prices oscillating within a 17.9% drawdown range. For traders and risk managers operating in this environment, the stakes were high: positions could be wiped out by sudden reversals, and the difference between a well-planned strategy and a reactive one could mean the difference between survival and significant losses. This replay invites you to navigate those treacherous waters with simulated capital.
The numbers tell a story of turbulence contained but not tamed. Wheat closed the period at 521, representing a modest 2.6% gain from the starting point of 507.75. Yet this headline figure obscures the violent internal journey: the market endured a maximum drawdown of 17.9% and experienced a largest single-bar move of 6.4%. With 11 decision points embedded across the dataset, including 4 flagged as critical, participants faced repeated moments where conviction and discipline were put to the test. The market did recover, but only for those who could weather the storm without abandoning their process.
This scenario strips away the comfort of hindsight to focus on what matters: how you decide when the data is unclear and the pressure is real. The 6.4% single-bar moves demand that participants confront position sizing and stop-loss discipline. The extended drawdown tests whether you can hold to a thesis under capital stress. The four critical decision points require clear thinking on momentum versus value, risk-on versus risk-off posturing. Above all, this replay emphasizes that survival in volatile markets is a function of process and psychology, not prediction.