Soybean Meal Historical Replay: 2020-06 to 2020-09
Replay a 64-day soybean meal window from 2020-06-08 to 2020-09-04, when close climbed 7.4% from 288.4 to 309.8 amid sharp swings. Step through each daily bar, tackle 11 decision points, and receive an AI coach review — simulated capital, purely educational.
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 5.2% and a 10.6% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +10.6%
- Duration
- 88 days
- Largest single-day move
- +3.0%
- 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
This replay transports you to China's soybean meal futures market during the summer of 2020. Over 64 trading days spanning June 8 to September 4, participants navigate a period marked by significant uncertainty in agricultural commodity markets. The scenario presents 11 decision points, 4 of which are flagged as critical, requiring traders to demonstrate disciplined analysis under evolving conditions.
The market closed the period at 309.8, climbing from an opening of 288.4 for a net gain of 7.4%. However, the journey was far from linear. The maximum drawdown reached 5.2%, while the largest single-day move hit 3.0%, underscoring the volatility that characterized this window. Those who mistimed entries or failed to manage risk during these sharp reversals faced meaningful setbacks.
For decision training, this scenario excels at exposing the gap between analysis and execution. The 5.2% drawdown tests whether traders can endure temporary losses without abandoning sound strategies. The 3.0% intraday swings challenge emotional discipline, forcing participants to confront fear and greed in real time. Navigating all 11 decision points successfully requires a repeatable process, strict position sizing, and the psychological resilience to stay rational when markets move violently against positions.
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