Soybean Historical Replay: 2022-07 to 2023-01
Replay 126 trading days of soybean volatility from July 2022, including a 20.6% drawdown and a 10.5% single-day surge. Walk through 8 critical decision points day-by-day, submit your calls, and receive an AI coach review of your simulated historical 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 20.6% and a 20.5% run-up.
- Max drawdown
- −20.6%
- Max run-up
- +20.5%
- Duration
- 182 days
- Largest single-day move
- −10.5%
- 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
This replay immerses traders in the volatile soybean market spanning from July 2022 through early 2023, a period when grain markets faced exceptional uncertainty driven by shifting global supply dynamics. Participants navigate 126 daily bars of authentic price action, confronting the complex interplay of weather risks, export demand, and currency fluctuations that defined this era. The stakes are high: every decision point tests whether traders can maintain discipline while managing exposure to sudden adverse moves.
The soybean contract began this period at 1477.25 and finished at 1539.75, delivering a modest 4.2% return over the full span. Yet this headline figure conceals a turbulent journey marked by a maximum drawdown of 20.6% and a largest single-bar move of 10.5%. Across 22 decision points—8 of them critical—traders were forced to react to sharp intraday reversals, extended trending moves, and periods of compressed volatility. The gap between the modest final gain and the violent swings required to survive the interim reveals why outcome matters less than process in volatile commodity markets.
This scenario sharpens decision-making under pressure by placing traders in situations where conviction must be balanced against capital preservation. The 20.6% drawdown forces honest assessment of position sizing and risk tolerance, while the 10.5% single-day surge tests emotional responses to adverse price action. Navigating 8 critical junctures without the safety net of real capital, participants learn that surviving volatility requires pre-commitment to rules, acceptance of temporary losses, and the psychological resilience to maintain perspective when the market moves violently against positions.