Soybean Historical Replay: 2021-09 to 2021-12
Replay 64 daily bars of soybean futures from September to December 2021, navigating a 9.1% drawdown and 11 decision points including 4 critical moments. Walk through each authentic trading day, weigh your choices, then receive an AI coach review of your simulated decisions.
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 9.1% and a 8.4% run-up.
- Max drawdown
- −9.1%
- Max run-up
- +8.4%
- Duration
- 90 days
- Largest single-day move
- −2.4%
- 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 replay immerses traders in the soybean futures market during the final quarter of 2021, a period when commodity prices faced heightened regulatory scrutiny. Over 64 daily bars spanning September 8 to December 7, participants navigate a landscape where policy interventions could shift market dynamics with little warning. The scenario places decision-makers at the intersection of supply uncertainties and regulatory pressure, testing their ability to adapt positions in an environment where traditional technical signals were often overridden by policy signals.
The period delivered a modest net decline, with prices moving from 1270.75 to 1250.25, representing a -1.6% change. However, this headline figure obscures the turbulence beneath: a maximum drawdown of 9.1% tested portfolio resilience, while the largest single-bar move of 2.4% reminded participants how quickly sentiment could reverse. Across the data span, traders encountered 11 decision points, with 4 emerging as critical junctures where directional conviction could mean the difference between protecting capital or compounding losses.
For decision training, this replay excels at forcing traders to confront the gap between analysis and execution under pressure. The regulatory backdrop teaches humility about prediction, while the drawdown experience drills home the importance of position sizing before volatility arrives. Participants learn to distinguish between noise and information, to question their assumptions when positions move against them, and to recognize that survival through turbulence often matters more than maximizing returns during calm periods.
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