Soybean Historical Replay: 2021-05 to 2021-08
Replay 64 turbulent days of soybeans from May to August 2021, when prices fell 15.2% amid an 18.3% drawdown. Step through each trading day, tackle 11 decision points, and receive an AI coach review of your simulated choices.
64 daily bars · 11 decision points · 2021-05 to 2021-08 · Commodities
Key facts
This window spans 91 days with a peak-to-trough drawdown of 18.3% and a 10.4% run-up.
- Max drawdown
- −18.3%
- Max run-up
- +10.4%
- Duration
- 91 days
- Largest single-day move
- −8.2%
- 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 soybean market in the summer of 2021 offered traders a demanding test within China's agricultural commodity space. The replay covers 64 daily bars from May 21 to August 20, a period when the broader grains sector faced uncertainty amid evolving policy signals. Participants entered a market positioned at an inflection point, where price dynamics and macro forces were already in tension, making directional conviction difficult to maintain.
Over these 64 trading sessions, soybean prices descended from 1526.25 to 1293.75, registering a -15.2% decline. The journey proved volatile, with a maximum drawdown of 18.3% testing positions and a largest single-bar move of 8.2% occasionally punctuating the slide. Such figures illustrate how sustained pressure can coexist with sudden spikes, creating an environment where trailing stops and sizing discipline faced continuous strain.
The scenario presents 11 decision points, 4 of which are marked critical, demanding traders repeatedly reassess conviction against mounting losses. This replay trains the habit of reviewing process rather than outcomes—examining whether entries aligned with original thesis, whether risk limits were respected, and how emotional responses influenced choices during drawdown. Mastery here lies not in predicting the next reversal but in executing a consistent methodology that survives turbulent stretches.
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