Rough Rice Historical Replay: 2021-11 to 2022-05
Rough rice climbed 20.9% across 124 daily bars from late 2021 to May 2022 amid inflation-driven commodity volatility. Replay this period bar by bar, face 21 decision points, and receive an AI coach review of your simulated choices.
124 daily bars · 21 decision points · 2021-11 to 2022-05 · Commodities
Key facts
This window spans 178 days with a peak-to-trough drawdown of 6.7% and a 26.0% run-up.
- Max drawdown
- −6.7%
- Max run-up
- +26.0%
- Duration
- 178 days
- Largest single-day move
- +3.9%
- Bars
- 124 Daily bars
- Decision points
- 21
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 late 2021, rough rice entered a period defined by the broader inflation narrative sweeping commodity markets. The 2020s had brought unprecedented monetary and fiscal stimulus, and by November 2021, price pressures were rippling through agricultural markets. This replay spans 124 daily bars from November 16, 2021, to May 13, 2022, placing participants at the center of a volatile grain market where inflation fears intersected with supply uncertainties. Traders faced 21 decision points, seven of which demanded critical choices, testing their ability to navigate rapid shifts in market sentiment.
The contract surged from 14.19 to 17.15, capturing a 20.9% gain, though the journey proved far from linear. A maximum drawdown of 6.7% tested conviction, while a single session surge of 3.9% highlighted the violent swings possible in commodity markets. These oscillations demanded discipline and strategic positioning to avoid being caught offside during sudden reversals.
This replay sharpens decision-making under uncertainty. Participants learn to balance conviction in a structural trend against the psychological strain of short-term volatility. Managing max drawdown expectations, sizing positions appropriately, and maintaining emotional equilibrium when facing a 3.9% single-bar move become the real curriculum. The historical context matters: understanding how inflation dynamics reshaped commodity behavior in this specific period, not predicting future moves. The goal is disciplined process, not speculation on outcomes.
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