Soybean Historical Replay: 2018-11 to 2019-05
Replay 122 daily soybean bars from November 2018 to May 2019, capturing a 14.5% drawdown and a 2.2% single-bar spike. Walk through 21 decision points, including 7 critical ones, while FinFable's AI coach reviews each simulated choice for educational insight.
122 daily bars · 21 decision points · 2018-11 to 2019-05 · Commodities
Key facts
This window spans 180 days with a peak-to-trough drawdown of 14.5% and a 7.3% run-up.
- Max drawdown
- −14.5%
- Max run-up
- +7.3%
- Duration
- 180 days
- Largest single-day move
- +2.2%
- Bars
- 122 Daily bars
- Decision points
- 21
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.
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- Oats Historical Replay: 2018-02 to 2018-082018 · Lv.2
- Rough Rice Historical Replay: 2018-02 to 2018-082018 · Lv.4
- Soybean Historical Replay: 2018-02 to 2018-082018 · Lv.2
- Soybean Meal Historical Replay: 2018-02 to 2018-082018 · Lv.1
Event Replay
What happened — and what it teaches
US soybean futures faced a turbulent five months from November 2018 to May 2019, a period shaped by escalating US-China trade tensions and a notable shift in Federal Reserve policy. The market navigated a complex landscape where agricultural commodities were caught between geopolitical uncertainty and monetary policy pivots. This historical replay captures 122 daily bars spanning 2018-11-14 to 2019-05-13, placing traders in real-time decision scenarios within the 2010s commodity cycle.
Over the course of this period, soybean prices fell from 870.5 to 791, representing a -9.1% decline. The market experienced a maximum drawdown of 14.5% as prices swung through multiple volatility episodes, including a largest single-bar move of 2.2%. These figures illustrate how sustained pressure from trade policy uncertainty created extended drawdown periods even as intermittent spikes reflected sudden sentiment shifts.
This replay contains 21 decision points, including 7 critical nodes where directional conviction mattered most. For traders, the session underscores the importance of position sizing when facing prolonged drawdowns, the discipline required to avoid overreacting to single-bar spikes, and the psychological challenge of maintaining process during a sustained downtrend. Each simulated choice receives AI coach feedback, turning historical volatility into a structured learning laboratory.
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