Soybean Historical Replay: 2021-10 to 2022-01
Replay 66 daily bars of US soybeans from October 2021 through January 2022, watching futures climb 10.2% as inflation reshaped grain markets. Walk through 12 decision points including 4 critical moments and receive AI coach feedback on each simulated trade.
66 daily bars · 12 decision points · 2021-10 to 2022-01 · Commodities
Key facts
This window spans 95 days with a peak-to-trough drawdown of 5.6% and a 19.0% run-up.
- Max drawdown
- −5.6%
- Max run-up
- +19.0%
- Duration
- 95 days
- Largest single-day move
- +2.6%
- Bars
- 66 Daily bars
- Decision points
- 12
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
In the autumn of 2021, soybeans became a focal point within the broader commodities complex as US grain markets navigated one of the most intense inflation cycles of the 2020s. From October 7, 2021 through January 10, 2022, 66 daily bars of US soybean futures set the stage for a replay that asked participants to read a market under pressure from macro forces rather than supply-demand fundamentals alone. The central question was not merely directional but procedural: how does a trader maintain discipline when inflation headlines collide with grain fundamentals on a daily basis? This scenario stripped away noise to its essential tension.
Over the 66 sessions captured in this replay, soybeans rose from a close of 1247.25 to 1374.75, delivering a 10.2% advance that tested conviction and risk management simultaneously. The journey was far from a straight line; a maximum drawdown of 5.6% punctuated the trajectory, and the largest single-bar move of 2.6% served as a recurring reminder that volatility was embedded in every session. Participants faced 12 decision points across this stretch, 4 of which the replay designates as critical junctures where positioning and conviction were put to the sharpest test. The inflation backdrop meant that each bar carried outsized interpretive weight.
For decision training, this replay teaches that process discipline matters more than directional conviction when macro uncertainty is the dominant driver. A 2.6% single-bar swing can represent either an opportunity or a trap depending on whether the trader has a defined framework for entry, sizing, and exit. The 5.6% drawdown illustrates that even a correct directional bias can shake a portfolio to the point where psychology overrides methodology. The core lesson: in inflation-driven grain markets, survival is a function of systematically applied rules, not reactive intuition.
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