Rough Rice Historical Replay: 2022-11 to 2023-05
Replay rough rice across a 12.7% drawdown period spanning 124 daily bars from 2022-11-15 to 2023-05-15. Work through 21 decision points, including 7 critical moments shaped by export regulation, with AI coach review after each session.
124 daily bars · 21 decision points · 2022-11 to 2023-05 · Commodities
Key facts
This window spans 181 days with a peak-to-trough drawdown of 12.7% and a 14.3% run-up.
- Max drawdown
- −12.7%
- Max run-up
- +14.3%
- Duration
- 181 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
Rough rice futures offer a disciplined training ground for traders who want to master the complex relationship between agricultural supply chains and regulatory risk. The replay covers 124 daily bars from 2022-11-15 to 2023-05-15, a stretch of the 2020s when food security debates and export policy shifts created an unpredictable landscape for commodity participants. The task is to navigate a market where government intervention can reshape fundamentals overnight, testing both analytical rigor and emotional steadiness.
The headline numbers reveal a deceptively calm outcome: the period closed at 17.85 from 17.78, a mere 0.4% gain. Yet this tranquil bookend conceals a turbulent journey. The market endured a maximum drawdown of 12.7% and experienced a largest single-bar move of 3.9%, moments when positions could be severely tested. Across the replay, 21 decision points await, with 7 critical junctures where export regulation decisions likely forced reassessment of exposure and thesis.
The scenario rewards traders who treat process as the anchor, not prediction. Managing through 12.7% drawdowns demands position sizing discipline and pre-defined exit logic before volatility strikes. The 3.9% single-bar episodes test whether fear or greed drives real-time choices. Seven regulatory inflection points remind us that policy risk is a structural feature of agricultural markets, not an anomaly to ignore. Building the habit of reassessing thesis after each policy development turns uncertainty into a training advantage rather than a liability.