Soybean Meal Historical Replay: 2018-11 to 2019-05
Replay 122 daily bars of soybean meal from November 2018 through May 2019, when the close fell 7.1% amid shifting US policy signals. Step into 21 decision points, including 7 critical junctures, with AI coach review of your choices. Simulated capital only for educational practice.
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 11.0% and a 6.3% run-up.
- Max drawdown
- −11.0%
- Max run-up
- +6.3%
- Duration
- 180 days
- Largest single-day move
- +3.0%
- 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.
Event Replay
What happened — and what it teaches
The soybean meal market in late 2018 was navigating a complex landscape of shifting US agricultural policy signals and evolving Federal Reserve rhetoric. This replay covers the period from November 2018 through May 2019, a span of 122 daily bars, placing traders at the intersection of commodity fundamentals and macro policy uncertainty. The decade of the 2010s was marked by such transitional moments, and this particular window tested participants' ability to read policy cues while managing exposure in a volatile agricultural contract.
The close fell from 305.7 to 284, representing a net decline of 7.1% over the 122 daily bars. The max drawdown reached 11.0%, indicating that peak-to-trough losses substantially exceeded the final realized loss. The largest single-bar move of 3.0% added sharp intraday spikes that could easily trigger premature exits or reactive entries, complicating any systematic approach. These figures together paint a picture of a market grinding lower while periodically snapping back with sudden energy.
This replay sharpens decision training by confronting participants with the psychological strain of holding through a drawdown nearly double the net loss. The discrepancy between 11.0% max drawdown and 7.1% final decline forces disciplined risk assessment and realistic expectation-setting. Navigating the 7 critical junctures among 21 total decision points demands consistent process over reactive impulses, especially when headline-driven volatility creates an illusion of directional clarity that rarely persists. Practicing within this historical window builds the habits needed to honor your framework when the market narrative feels uncertain.
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