Soybean Meal Historical Replay: 2019-11 to 2020-05
Replay 124 daily bars of soybean meal from November 2019 to May 2020, when prices slid 5.9% through pandemic-driven volatility. Step into 21 decision points, navigate a 15.5% drawdown, and receive AI coach feedback in this simulated educational training environment.
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 15.5% and a 16.6% run-up.
- Max drawdown
- −15.5%
- Max run-up
- +16.6%
- Duration
- 181 days
- Largest single-day move
- +3.6%
- 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
In the closing months of 2019, soybean meal traders faced a market transitioning from seasonal patterns into uncharted territory. The period spanning November 2019 to May 2020 captured the agricultural sector's first encounter with pandemic-era uncertainty, where supply chains, feed demand, and global trade flows all faced simultaneous disruption. With 124 daily bars of price action ahead, participants entering this replay would need to navigate decisions under conditions where traditional seasonal models offered limited guidance.
The replay data reveals a market grinding lower through the crisis period: prices declined from 303.1 to 285.2, a modest -5.9% net loss over the full span. Yet this headline figure obscures the turbulence within—traders confronting a maximum drawdown of 15.5% and volatility spikes that produced single-bar moves of up to 3.6%. With 21 decision points including 7 critical junctures, the scenario tested both directional conviction and the discipline to manage risk through extended drawdown periods. The drawdown exceeded the net price loss by a factor of nearly three, illustrating how volatility can punish position management far more severely than directional calls.
This replay distills essential lessons for developing traders: the gap between entry price and worst-case loss defines the true risk of any position, not merely the expected move. The 21 decision points scattered across a 124-bar span create natural checkpoints for reviewing whether one's process remained consistent under pressure—whether stops were adjusted based on emotion rather than evidence, whether position sizing accounted for scenarios worse than the consensus view. Navigating a 15.5% drawdown while maintaining composure and sticking to a defined plan separates disciplined practitioners from those merely guessing on direction.
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