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Rough Rice Historical Replay: 2021-09 to 2021-12

CommoditiesGrainsCNRegulation2021-09 to 2021-12Difficulty 2/5FreeView charts

Replay 64 days of rough rice trading from September to December 2021, watching close climb 6.2% amid regulatory shocks. Step into each session, make your calls at 11 decision points, and receive an AI coach review of your simulated performance.

64K lines
11Decision points
2Difficulty
DailyGranularity

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 6.9% and a 12.1% run-up.

Max drawdown
−6.9%
Max run-up
+12.1%
Duration
90 days
Largest single-day move
+2.6%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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

Rough rice occupies a quiet but essential niche in China's agricultural commodity complex. This replay covers 64 daily trading sessions from September 8 to December 7, 2021 — a period when regulatory dynamics and macro uncertainty created sharp inflection points across commodity sectors. Participants step into each trading day, navigating 11 decision points that include 4 critical moments where positioning choices carried amplified consequences for simulated portfolio performance.

The market closed the period at 13.91, rising from an opening of 13.1 and delivering a net gain of 6.2%. Yet the journey was turbulent: the portfolio endured a maximum drawdown of 6.9%, and the largest single-bar move reached 2.6%, illustrating how regulatory signals can spark sudden spikes even within a moderately trending market. These numbers capture both the opportunity and the hazard that defined the era.

For decision training, the scenario tests three core competencies. First, process discipline: participants must articulate entry and exit logic before market noise overwhelms judgment. Second, risk calibration: the 6.9% drawdown reminds us that adverse moves arrive faster than comfort allows, making position sizing and stop-loss adherence non-negotiable. Third, psychology under pressure: the 2.6% single-session shocks demand emotional regulation to avoid reactive selling at lows. This replay does not promise profits — it promises a controlled environment to practice thinking clearly when clarity is hardest to maintain.