Soybean Historical Replay: 2020-03 to 2020-06
Relive 62 trading days of soybean markets from March to June 2020, when pandemic volatility pushed prices to a 6.9% drawdown. Step through each daily bar, tackle 4 critical decision points, and receive an AI coach review of your simulated choices.
62 daily bars · 11 decision points · 2020-03 to 2020-06 · Commodities
Key facts
This window spans 87 days with a peak-to-trough drawdown of 6.9% and a 6.1% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +6.1%
- Duration
- 87 days
- Largest single-day move
- −2.6%
- Bars
- 62 Daily bars
- Decision points
- 11
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 scenario recreates 62 daily bars of US soybean futures from 2020-03-24 to 2020-06-19, placing traders inside one of commodity markets' most disorienting stretches of the early pandemic era. Agricultural commodities faced a peculiar paradox: food demand remained fundamental yet logistics and sentiment swung violently. Participants operating in this 2020s window had to navigate crosscurrents between collapsing energy prices, uncertain export demand, and sporadic weather premiums—all while global lockdowns reshuffled consumption patterns faster than traditional models could adapt.
The close shifted from 886.75 to 876.5, delivering a net -1.2% return that conceals the journey's turbulence. The market swallowed a maximum drawdown of 6.9% during this span, and individual sessions produced intraday swings as large as 2.6%, creating recurring moments where directional conviction was punished. Eleven decision points were embedded throughout, four of which the scenario flags as critical—the moments where position sizing, hedging choices, or risk exposure demanded explicit rationale.
This replay sharpens the ability to manage risk under news-driven volatility without succumbing to reactive panic or stubbornness. The gap between headline and actual price impact becomes tangible when one must choose whether to add, reduce, or hold during a 6.9% drawdown. The scenario also isolates psychological discipline: separating the emotional weight of pandemic headlines from mechanical evaluation of price action. Practicing under simulated capital, participants can refine their process—entry logic, stop placement, sizing—before facing live markets.
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