Soybean Meal Historical Replay: 2020-03 to 2020-06
Replay 62 daily bars of soybean meal from March to June 2020, a stretch that erased 13.6% as the pandemic roiled commodity markets. Step into 11 decision points, see how each pivot shaped the path, and receive AI coach review on 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 15.1% and a 2.8% run-up.
- Max drawdown
- −15.1%
- Max run-up
- +2.8%
- Duration
- 87 days
- Largest single-day move
- −3.1%
- 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 replay covers 62 daily bars of soybean meal futures from March 24, 2020 to June 19, 2020, a period when the COVID-19 pandemic was sending shockwaves through global commodity markets. The grain sector faced unprecedented uncertainty as supply chains frayed and demand signals became erratic. Participants enter this historical scenario to confront the challenge of navigating a market defined by pandemic-era volatility.
The data reveals a steep and persistent decline: the contract fell from 332.1 to 287, a total loss of -13.6%. The journey was not smooth—maximum drawdown reached 15.1% and the largest single-day move was 3.1%, both figures reflecting the turbulent pricing environment. Across 11 decision points, including 4 critical junctures, the market tested the resolve of any participant attempting to manage positions through the crush spread and broader agricultural complex.
This replay hones the decision-making process under uncertainty, forcing traders to confront risk management failures and psychological biases in real time. The 2020s decade context reminds us that commodity markets can deliver swift, directional moves that punish inertia while rewarding disciplined position sizing and clear contingency planning.
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