Corn Historical Replay: 2019-11 to 2020-05
Replay 124 daily bars of US corn from November 2019 to May 2020 as a market saw a 14.8% decline. Walk through each session, tackle 7 critical decision points, and receive an AI coach review of your simulated choices.
124 daily bars · 21 decision points · 2019-11 to 2020-05 · Commodities
Key facts
This window spans 181 days with a peak-to-trough drawdown of 23.1% and a 10.1% run-up.
- Max drawdown
- −23.1%
- Max run-up
- +10.1%
- Duration
- 181 days
- Largest single-day move
- +5.9%
- Bars
- 124 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 scene opens on November 14, 2019, as US corn futures traders settled into a market that had been trading in a familiar range. Over the next six months, spanning from the late 2010s into the early days of the 2020s, the world would undergo a transformation that few had anticipated. This replay captures 124 daily bars of authentic price action during a period when a global pandemic reshaped supply chains, demand patterns, and risk perception across agricultural markets. The stakes were high: livelihoods, export competitiveness, and food security all hung in the balance as events unfolded day by day.
What unfolded was a sustained decline of -14.8%, with the contract falling from 375.75 to 320.25. The journey was anything but linear—maximum drawdown reached 23.1%, testing any trader's conviction. A single session delivered a 5.9% move, a reminder that agricultural commodities can swing violently when fundamentals and panic intersect. Through 21 decision points, seven of them critical junctions, the market told a story of uncertainty, shifting expectations, and the brutal math of risk exposure.
This replay is a training ground for process over prediction. The numbers remind us that a well-reasoned position can still suffer a 23.1% drawdown when the macro environment pivots. The lesson is not about calling tops or bottoms but about maintaining discipline: position sizing, risk limits, and emotional control when the tape turns hostile. For anyone training to manage risk in volatile commodity markets, this episode offers a sobering case study in humility, patience, and the necessity of pre-defined exit criteria.
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