Soybean Meal Historical Replay: 2018-08 to 2018-11
Replay 66 turbulent daily bars of soybean meal from 2018-08-22 to 2018-11-23, when a 7.1% drawdown shook grain markets. Step into 12 decision points, including 4 critical calls, and receive an AI coach review of each simulated trade.
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 7.1% and a 8.8% run-up.
- Max drawdown
- −7.1%
- Max run-up
- +8.8%
- Duration
- 93 days
- Largest single-day move
- +4.7%
- 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
In late August 2018, soybean meal traders faced a landscape reshaped by escalating tensions in emerging markets. The US grain complex, traditionally a steady anchor in agricultural commodities, found itself navigating crosscurrents of trade uncertainty and currency pressures sweeping across developing economies. Over the following three months, market participants would encounter 12 decision points—four of them critical inflection moments—as the sector absorbed shifting fundamental signals. The stakes extended beyond individual positions to broader portfolio risk management during a period when traditional correlations were being tested.
The data from August 22 through November 23, 2018 tells the story in 66 daily bars. Soybean meal closed the period at 305.8, down 4.8% from its 321.1 opening level—a modest headline decline that obscured more turbulent internals. The maximum drawdown reached 7.1%, meaning unrealized losses at various points exceeded the final settlement. Most striking for tactical traders, the largest single-bar move hit 4.7%, representing a significant intraday shock that could have wiped out weeks of careful position management. Volatility during this span demanded constant position sizing vigilance.
This replay trains traders to confront the psychological trap of anchoring to initial prices while a position drifts against them. With 12 distinct checkpoints testing your entries, exits, and risk adjustments, the scenario forces disciplined application of predefined rules rather than reactive improvisation. Managing through a 7.1% drawdown without abandoning process—while respecting the 4.7% single-bar volatility trap—sharpens the emotional resilience required for sustained performance. Each critical decision point serves as a laboratory for testing whether your risk framework can survive stress without degradation.