Soybean Historical Replay: 2022-11 to 2023-05
Replay 124 daily soybean bars from 2022-11-15 to 2023-05-15, navigating a 9.6% drawdown across 21 decision points. Step into each session, face 7 critical choices, and receive an AI coach review of your simulated historical decisions.
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 9.6% and a 9.3% run-up.
- Max drawdown
- −9.6%
- Max run-up
- +9.3%
- Duration
- 181 days
- Largest single-day move
- −2.7%
- 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.
Related scenarios
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- Oats Historical Replay: 2022-11 to 2023-052022 · Lv.3
- Rough Rice Historical Replay: 2022-11 to 2023-052022 · Lv.1
- Soybean Meal Historical Replay: 2022-11 to 2023-052022 · Lv.3
- Wheat Historical Replay: 2022-11 to 2023-052022 · Lv.4
Event Replay
What happened — and what it teaches
This replay immerses participants in the soybean market from 2022-11-15 to 2023-05-15, a period shaped by evolving regulatory pressures and shifting supply-demand dynamics. Across 124 daily bars, traders navigated a landscape where every session brought fresh signals to interpret and 21 decision points where strategic choices determined outcomes. Seven of these moments proved critical, demanding participants weigh competing signals under uncertainty while managing exposure through periods of adverse movement.
The market closed at 1457.25 on the opening date and retreated to 1400.75 by the final session, recording a -3.9% net decline over the period. Yet this modest headline figure conceals a more turbulent journey: the maximum drawdown reached 9.6%, and individual sessions produced moves as large as 2.7%. These statistics reveal a market characterized by whipsaw action rather than steady directional trends, where sustaining positions through adverse phases required both conviction and careful risk calibration.
The scenario serves as a laboratory for examining how traders manage the tension between conviction and adaptation. A -3.9% close masked a 9.6% drawdown, meaning participants who entered with directional views faced severe equity stress. Navigating 21 decision points under these conditions tests decision-making discipline, position sizing wisdom, and emotional regulation when the largest single-bar move of 2.7% arrives unexpectedly. This replay teaches that surviving drawdowns is as much a psychological exercise as a risk-management one, and that the process of updating views under uncertainty is where skill truly develops.