Soybean Historical Replay: 2020-05 to 2020-08
Replay a 66-day soybean futures window from May to August 2020, where prices climbed from 830.5 to 870.25 amid sharp volatility. Step through each trading day, tackle 12 decision points, and receive an AI coach review of your simulated choices.
66 daily bars · 12 decision points · 2020-05 to 2020-08 · Commodities
Key facts
This window spans 93 days with a peak-to-trough drawdown of 4.0% and a 9.2% run-up.
- Max drawdown
- −4.0%
- Max run-up
- +9.2%
- Duration
- 93 days
- Largest single-day move
- +2.0%
- Bars
- 66 Daily bars
- Decision points
- 12
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 spring 2020, the soybean futures market entered a period of acute uncertainty as global supply chains adjusted to pandemic-era disruptions. US grain markets faced crosscurrents of shifting demand, weather risks, and macroeconomic stimulus effects that made directional positioning treacherous. This 66-day replay window from May 6 to August 7 gave traders a compressed laboratory to practice reading momentum under pressure.
Over the course of those 66 daily bars, soybean prices climbed from 830.5 to 870.25, delivering a net gain of 4.8%. The journey was far from linear: a maximum drawdown of 4.0% tested conviction, while the largest single-bar move of 2.0% demanded real-time risk calibration. Twelve decision points punctuated the run, four of them critical junctures where positioning strategy could dramatically alter outcomes.
For decision training, this scenario exposes the gap between directional bias and process discipline. The modest net return combined with meaningful volatility underscores that survival during drawdowns matters more than maximizing upside. Trainees learn to size positions according to known risk parameters, maintain situational awareness through clustered decision points, and separate the psychology of watching a 2.0% intraday swing from the mechanics of sticking to a pre-defined plan. The 2020s vintage adds contemporary relevance, reminding users that recent history offers just as rich a classroom as distant legendary trades.
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