Soybean Meal Historical Replay: 2021-09 to 2021-12
Replay the 2021 Q4 soybean meal tape across 64 daily bars and a 9.2% drawdown that tested every risk plan. Walk each session, face 4 critical decision points, and receive an AI coach review of your simulated calls.
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 9.2% and a 19.8% run-up.
- Max drawdown
- −9.2%
- Max run-up
- +19.8%
- Duration
- 90 days
- Largest single-day move
- +5.1%
- 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
The fourth quarter of 2021 found China's soybean meal market navigating one of its most volatile stretches in recent memory. As regulatory authorities signaled their intent to cool surging commodity prices—particularly within the broader "black commodities" complex—players across the supply chain faced a landscape where policy risk intersected with seasonal demand patterns. The period spanning September through December presented participants with the dual challenge of reading macro signals while managing the inherently volatile nature of agricultural futures.
Across the 64 daily bars from September 8 to December 7, soybean meal prices ultimately climbed from 337.4 to 358.9, delivering a modest 6.4% net gain. Yet this headline figure obscured the turbulence beneath: the market endured a maximum drawdown of 9.2% at its trough, while a single session saw prices swing as dramatically as 5.1%. Participants who fixed solely on directional bias without calibrating for volatility absorbed outsized losses during the drawdown phase, while those who prepared for episodic policy-driven spikes navigated the period with greater resilience.
The episode offers a disciplined framework for decision training under uncertainty. Process discipline demands that participants map scenario probabilities before entry, not after losses accumulate. Risk calibration requires sizing positions against the known maximum volatility rather than the average move—9.2% drawdowns punish those who undercapitalize for tail events. Psychologically, this tape tests whether traders can distinguish signal from noise, resisting the urge to react to every regulatory headline while staying disciplined enough to act when conviction warrants. Those who preserved capital through this period did so not because they predicted the outcome, but because their systems were built to survive it.
Featured in the archive