Corn Historical Replay: 2020-08 to 2020-12
Replay an 84-day corn market window where prices climbed 33.7% from 348.5 to 466. Step through each daily bar, face 15 decision points, and receive an AI coach review of your choices in a simulated training environment.
84 daily bars · 15 decision points · 2020-08 to 2020-12 · Commodities
Key facts
This window spans 120 days with a peak-to-trough drawdown of 5.2% and a 35.3% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +35.3%
- Duration
- 120 days
- Largest single-day move
- +3.9%
- Bars
- 84 Daily bars
- Decision points
- 15
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 corn market in late summer 2020 presented traders with a defining challenge: navigating a sustained bullish trend while the broader economy grappled with pandemic uncertainty. This 84-day replay window, running from August 31 to December 29, captures a period when agricultural commodities emerged as unexpected outperformers. The scenario immerses participants in daily bar-by-bar decision-making across this historically significant stretch of grain market action.
Prices climbed steadily from 348.5 to 466, delivering a 33.7% gain over the four-month span. Yet the journey was far from linear. The market experienced a maximum drawdown of 5.2%, testing conviction even as the uptrend remained intact. Traders faced the largest single-bar move of 3.9%, requiring split-second risk management and position sizing discipline. With 15 decision points embedded throughout—including 5 marked as critical—the scenario forces participants to confront entries, exits, and adjustments under real historical conditions.
This replay hones three core competencies: process discipline through structured bar-by-bar analysis, risk calibration via drawdown awareness and position management, and psychological resilience against the anxiety of trend-following during volatile macro environments. Participants learn that strong directional moves do not eliminate intraday turbulence, and that outcome quality depends on decision-making consistency rather than perfect foresight.