Wheat Historical Replay: 2019-11 to 2020-05
Replay 124 days of wheat prices from November 2019 to May 2020 and watch a 14.4% drawdown unfold. Step through each daily decision point, weigh real historical context, 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 14.4% and a 16.5% run-up.
- Max drawdown
- −14.4%
- Max run-up
- +16.5%
- Duration
- 181 days
- Largest single-day move
- +5.3%
- 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 winter of 2019, the wheat market entered a period of unprecedented uncertainty. From November 14, 2019 to May 13, 2020 — spanning the final months of the 2010s and the early turbulence of the 2020s — 124 daily bars of price action unfolded against the backdrop of a global pandemic. What had seemed like routine agricultural commodity trading would soon test every trader's assumptions about supply chains, food security, and market resilience.
The closing price moved from 507.75 to 510.5, a seemingly modest 0.5% net gain. Yet this deceptively calm headline number concealed violent underlying turbulence. The market experienced a maximum drawdown of 14.4%, with the largest single session delivering a 5.3% move — more than ten times the net change. Across the five-month span, traders faced 21 decision points, of which 7 were deemed critical, demanding precise judgment under conditions where direction shifted rapidly.
This replay teaches that survival in volatile markets is not about predicting outcomes but about process discipline. The gap between 0.5% returns and 14.4% drawdown illustrates how position sizing, stop-losses, and emotional control determine whether a trader captures a marginal gain or endures a painful setback. For decision-training purposes, the scenario emphasizes that psychological resilience — staying rational when 5.3% single-day moves test your conviction — matters as much as any fundamental analysis.
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