Soybean Historical Replay: 2021-04 to 2021-07
Replay 62 days of soybean futures ending -1.2% with a 19.9% drawdown and 4 critical decisions to navigate. Walk through each historical bar, confront 11 decision points, and receive an AI coach review on your simulated choices.
62 daily bars · 11 decision points · 2021-04 to 2021-07 · Commodities
Key facts
This window spans 89 days with a peak-to-trough drawdown of 19.9% and a 20.2% run-up.
- Max drawdown
- −19.9%
- Max run-up
- +20.2%
- Duration
- 89 days
- Largest single-day move
- −8.2%
- Bars
- 62 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 soybean futures market in the 2020s presented traders with a demanding environment during the spring and early summer of 2021. Between April 9 and July 7, 62 daily trading bars captured a period marked by elevated volatility and complex policy signals affecting agricultural commodities. For participants in this historical replay, the challenge was to navigate shifting market dynamics while managing risk across multiple decision points, with four of these moments rising to critical importance for portfolio outcomes.
The closing price at the start of the period stood at 1403, and by its conclusion the market had settled at 1386.5, representing an overall decline of -1.2%. However, this relatively modest net move concealed significant turbulence, as traders experienced a maximum drawdown of 19.9% during the replay window. The largest single-bar move of 8.2% highlighted moments when sentiment could swing dramatically within a single session, testing the resolve and discipline of even experienced market participants.
This replay offers a rich training ground for developing decision-making frameworks under uncertainty. Traders confront 11 decision points where assumptions must be tested against evolving price action, learning to distinguish between temporary fluctuations and meaningful trend shifts. The gap between the -1.2% final outcome and the 19.9% drawdown illustrates how interim losses can accumulate before any recovery materializes, reinforcing the importance of position sizing and emotional regulation. By engaging with this historically grounded scenario without real capital at risk, participants can build the habits and mental models needed to manage volatility in actual market conditions.
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