Corn Historical Replay: 2022-07 to 2023-01
Replay a 14.8% corn rally across 126 daily bars from July 2022 to January 2023, navigating a 12.2% drawdown. You step through each session, tackle 8 critical decision points, and receive an AI coach review of your simulated choices.
126 daily bars · 22 decision points · 2022-07 to 2023-01 · Commodities
Key facts
This window spans 182 days with a peak-to-trough drawdown of 12.2% and a 26.2% run-up.
- Max drawdown
- −12.2%
- Max run-up
- +26.2%
- Duration
- 182 days
- Largest single-day move
- −4.4%
- Bars
- 126 Daily bars
- Decision points
- 22
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 summer of 2022, US corn futures entered a complex boom environment shaped by shifting agricultural fundamentals and broader commodity market dynamics. The replay spans from mid-July 2022 through mid-January 2023, a 126-trading-day journey that placed participants inside one of the more volatile grains markets of the 2020s. Traders faced the challenge of capturing directional momentum while managing the inherent uncertainty of an agricultural contract sensitive to weather, logistics, and macroeconomic forces.
The session delivered a net advance of 14.8%, with prices climbing from 596.75 to 685.25. However, the path was far from linear: a maximum drawdown of 12.2% tested conviction, and individual sessions saw moves as large as 4.4% in a single bar. Across the replay, participants encountered 22 decision points, eight of which were flagged as critical junctures where directional bets, sizing, and risk management choices carried outsized consequences for portfolio outcomes.
This replay sharpens decision-making under ambiguity. Participants learn to distinguish between temporary price noise and genuine shifts in trend, manage exposure during measured drawdowns, and maintain discipline when a single-bar swing can represent nearly half a percent of capital at risk. The scenario emphasizes that survival and profitability in volatile booms depend less on predicting every move than on having a repeatable process for responding to whatever the market delivers.