Soybean Historical Replay: 2021-10 to 2022-01
Replay 64 daily bars of soybean regulation volatility from 2021-10-22 to 2022-01-24, with a 5.3% max drawdown and 2.6% largest single-bar move. Step through each session, face 11 decision points, and receive an AI coach review of every historical choice in simulated capital only.
64 daily bars · 11 decision points · 2021-10 to 2022-01 · Commodities
Key facts
This window spans 94 days with a peak-to-trough drawdown of 5.3% and a 21.0% run-up.
- Max drawdown
- −5.3%
- Max run-up
- +21.0%
- Duration
- 94 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
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
This replay immerses you in China's soybean futures market during a pivotal stretch from October 2021 to January 2022. The period was defined by aggressive government intervention targeting commodity "black series" sectors, creating an environment where policy signals could override traditional technical cues. For anyone studying market dynamics under regulatory pressure, this stretch offers a concentrated case study in how official rhetoric and enforcement actions reshape risk landscapes overnight.
The market advanced from 1220.5 to 1403, delivering a 15.0% return over the span while enduring a maximum drawdown of 5.3% and a largest single-bar move of just 2.6% across 64 trading sessions. The relatively contained individual session volatility is deceptive; the cumulative effect of repeated policy announcements created persistent directional pressure. The market did not move in straight lines, yet the underlying bias remained clear to those reading the regulatory tea leaves correctly.
Eleven decision points punctuate this replay, four of them critical junctures where the difference between proactive and reactive positioning was substantial. The scenario forces you to confront questions of sizing, timing, and conviction under uncertainty. Was the rally a structural shift or a managed correction? Could policy reversal arrive without warning? Working through these decisions builds the habit of separating signal from noise while maintaining composure when official statements introduce exogenous shocks to technical setups.
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