Rough Rice Historical Replay: 2020-06 to 2020-09
Replay a 64-day rough rice window from June to September 2020, when the simulated close fell 34.5% from 19.07 to 12.5. Walk through 11 decision points, including 4 critical ones, with AI coach review.
64 daily bars · 11 decision points · 2020-06 to 2020-09 · Commodities
Key facts
This window spans 88 days with a peak-to-trough drawdown of 40.3% and a 21.8% run-up.
- Max drawdown
- −40.3%
- Max run-up
- +21.8%
- Duration
- 88 days
- Largest single-day move
- −25.9%
- Bars
- 64 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 scene opens on a rough rice market navigating one of its most turbulent quarters in recent memory. Between June 8 and September 4, 2020—a span of 64 daily bars—traders faced a sustained downturn that tested conviction, discipline, and risk management. This period became a proving ground for those learning to read supply-demand shifts, weather signals, and cross-commodity dynamics under pressure.
The numbers tell a stark story. The simulated close fell 34.5%, from 19.07 to 12.5. Maximum drawdown hit 40.3%, while the largest single-bar move reached 25.9%—a spike that could obliterate an improperly sized position in one session. Across the replay, 11 decision points materialized, including 4 critical moments where directional conviction met the brutal test of live price action.
This replay teaches that surviving a 40.3% drawdown requires more than a directional thesis. Process discipline—position sizing, stop-loss hygiene, and emotional detachment from floating losses—becomes the difference between weathering the storm and blowing up an account. The 25.9% single-bar moves expose how volatility can punish even correct directional calls. For trainees, the value lies in confronting these extremes without real capital at stake, building the psychological armor needed for genuine market exposure.
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