Wheat Historical Replay: 2020-05 to 2020-08
Replay 66 days of US wheat from May to August 2020, when prices swung through a 10.5% drawdown and a 5.1% single-bar surge. Step through each daily bar, face 12 decision points including 4 critical ones, and receive an AI coach review of your choices in this simulated educational scenario.
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 10.5% and a 16.2% run-up.
- Max drawdown
- −10.5%
- Max run-up
- +16.2%
- Duration
- 93 days
- Largest single-day move
- +5.1%
- 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 the spring of 2020, US wheat futures entered a volatile period as global agricultural markets navigated pandemic-related uncertainty. From May 6 to August 7, traders faced 66 daily bars of price action, with 12 decision points—4 of them critical—testing their ability to read shifting momentum and manage risk in a compressed timeframe. The challenge was not just capturing directional moves but surviving the emotional toll of sudden swings in a market where supply chains and demand signals were in flux.
The period delivered on its promise of turbulence. Wheat prices fell from 524.75 to 495.5, a net decline of -5.6%, yet this headline figure obscured more dramatic swings beneath the surface. The market experienced a maximum drawdown of 10.5%, and a single trading session delivered a 5.1% move—reminding participants that intraday volatility can dwarf daily closes. Anyone positioned wrong at the wrong moment faced steep unrealized losses, while nimble traders found windows of opportunity amid the chaos.
For decision training, this replay illustrates why process matters more than outcomes. A trader who focused purely on directional calls without managing position size or defining exit rules would have struggled against the 10.5% drawdown. The 5.1% single-bar surge tests emotional discipline: chasing momentum or panic-selling both destroy edge. Practicing through 12 decision points—4 critical—builds the habit of checking conviction against risk tolerance, a skill that transfers across markets and timeframes.
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