Corn Historical Replay: 2021-09 to 2021-12
Replay 64 daily bars of corn from September to December 2021, when prices climbed 17.7% under regulatory pressure. Step through each session, face 4 critical decision points, and receive an AI coach review of your simulated choices.
64 daily bars · 11 decision points · 2021-09 to 2021-12 · Commodities
Key facts
This window spans 90 days with a peak-to-trough drawdown of 5.4% and a 18.3% run-up.
- Max drawdown
- −5.4%
- Max run-up
- +18.3%
- Duration
- 90 days
- Largest single-day move
- +6.1%
- 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
Corn, a cornerstone of agricultural commodity markets, entered a particularly challenging phase in the final months of 2021 when Chinese regulators intensified scrutiny of commodity price inflation. The replay spans September 8 to December 7, 2021—64 daily bars that capture a period when policy signals could shift market sentiment overnight. For traders, this environment tested the ability to hold positions under constant regulatory uncertainty while prices continued their broader trend.
The data tells a story of sustained ascent: corn closed the period at 586.25, rising 17.7% from 498.25 despite—or perhaps because of—ongoing policy pressure. The journey was far from smooth, with a maximum drawdown of 5.4% reminding holders that no uptrend is linear. Most striking was the occasional violence of individual sessions: a single bar could move 6.1%, creating sharp intraday reversals that tested stop-loss discipline. Navigating this required absorbing 11 distinct decision points, with 4 standing as critical junctures where directional conviction mattered most.
This replay isolates the mental game of trading under institutional headwinds. The core lesson centers on process over prediction—accepting that policy timing is unpredictable while managing risk through position sizing and drawdown tolerance. Psychological resilience becomes paramount: watching a 6.1% intrabar spike without abandoning a sound thesis separates disciplined traders from reactive ones. The scenario trains participants to distinguish between noise and structural shifts, making it a rich sandbox for developing conviction-based decision making.
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