Soybean Historical Replay: 2018-08 to 2018-11
Replay 66 turbulent daily bars of soybeans from 2018-08-22 to 2018-11-23, navigating a 6.5% drawdown and a 3.6% single-day spike. Step through 12 decision points, four of them critical, while an AI coach reviews each call in this simulated educational exercise.
66 daily bars · 12 decision points · 2018-08 to 2018-11 · Commodities
Key facts
This window spans 93 days with a peak-to-trough drawdown of 6.5% and a 9.6% run-up.
- Max drawdown
- −6.5%
- Max run-up
- +9.6%
- Duration
- 93 days
- Largest single-day move
- +3.6%
- Bars
- 66 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
Soybeans in the late summer of 2018 found themselves at the epicenter of escalating US-China trade tensions. From 2018-08-22 to 2018-11-23, a 66-daily-bar window captures the grain market navigating one of its most volatile stretches of the decade. Agricultural commodities became a proxy battlefield as tariff threats materialized into actual policy, making soybeans a focal point for both commercial hedgers and speculative participants facing profound uncertainty about global trade flows.
The closing price shifted from 858.25 to 881, a modest 2.7% net gain that obscures the turbulence beneath the surface. A 6.5% maximum drawdown tested portfolio endurance, while a single session spike of 3.6% demonstrated how quickly sentiment could reverse. Participants confronted 12 decision points over these 66 days, with four labeled as critical moments demanding particularly careful judgment. The apparent flatness of the overall return masked violent internal swings that would have punished undisciplined position-sizing or emotional reactions.
This replay hones the ability to maintain process discipline when headlines overwhelm fundamentals. Managing risk through a 6.5% drawdown requires pre-commitment to sizing rules, not retrospective adjustments. The gap between the calm 2.7% closing outcome and the nerve-wracking journey reveals why outcomes alone tell an incomplete story. Each of the four critical decision points serves as a case study in how uncertainty shapes judgment, making this replay a valuable laboratory for examining the intersection of geopolitical risk, commodity volatility, and trader psychology.