Soybean Meal Historical Replay: 2022-01 to 2022-05
Replay the 2022 soybean meal market across 86 daily bars and a 23.5% drawdown shaped by war-driven volatility. You step through each session, face 15 decision points, and receive AI coach review of your simulated choices.
86 daily bars · 15 decision points · 2022-01 to 2022-05 · Commodities
Key facts
This window spans 124 days with a peak-to-trough drawdown of 23.5% and a 29.0% run-up.
- Max drawdown
- −23.5%
- Max run-up
- +29.0%
- Duration
- 124 days
- Largest single-day move
- −7.3%
- Bars
- 86 Daily bars
- Decision points
- 15
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.
Related scenarios
- Corn Historical Replay: 2022-01 to 2022-062022 · Lv.4
- Live Cattle Historical Replay: 2022-01 to 2022-062022 · Lv.5
- Oats Historical Replay: 2022-01 to 2022-062022 · Lv.2
- Rough Rice Historical Replay: 2022-01 to 2022-062022 · Lv.3
- Soybean Historical Replay: 2022-01 to 2022-062022 · Lv.4
- Soybean Meal Historical Replay: 2022-01 to 2022-062022 · Lv.2
Event Replay
What happened — and what it teaches
In early 2022, the soybean meal market entered a period defined by geopolitical uncertainty as the Russia-Ukraine conflict unfolded. Agricultural commodity traders confronted a landscape where supply chain anxieties intersected with war-driven volatility, creating environments where conventional analysis faced unprecedented tests. This replay places you within 86 daily sessions from January 27 to May 31, 2022, requiring navigation across 15 decision points, with 5 critical junctures demanding decisive positioning in real time.
The headline outcome shows a closing price moving from 404.7 to 414.8, representing a 2.5% gain over the period. Yet this modest net result conceals significant turbulence: a maximum drawdown of 23.5% tested every trader's risk discipline, while the largest single-bar move of 7.3% demanded split-second judgment under extreme pressure. Surviving this stretch required more than directional conviction—it required the capacity to absorb volatility without capitulating.
This scenario distills essential lessons in decision-making under uncertainty. The gap between the 2.5% net gain and 23.5% maximum drawdown illustrates how volatility can punish process even when directional bias proves correct. Participants learn that maintaining position integrity through 7.3% intraday shocks demands robust risk frameworks and emotional equilibrium. The AI coach feedback loop reinforces that consistent, disciplined decision-making at each critical juncture compounds into the ultimate performance differentiator.
Featured in the archive