Soybean Meal Historical Replay: 2023-05 to 2023-08
Replay 60 daily bars of soybean meal from May to August 2023, capturing a 14.0% drawdown and a 12.7% single-bar spike. Walk through 11 decision points in simulated capital, including 4 critical turns, and receive an AI coach review of your choices.
60 daily bars · 11 decision points · 2023-05 to 2023-08 · Commodities
Key facts
This window spans 86 days with a peak-to-trough drawdown of 14.0% and a 19.2% run-up.
- Max drawdown
- −14.0%
- Max run-up
- +19.2%
- Duration
- 86 days
- Largest single-day move
- −12.7%
- Bars
- 60 Daily bars
- Decision points
- 11
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
The scenario drops you into US soybean meal futures during the summer of 2023, a period when commodities markets faced crosscurrents from debt ceiling debates and US dollar fluctuations. Over 60 trading days from May 24 to August 18, participants navigate what appears to be a relatively flat market backdrop—yet one that harbors dangerous volatility beneath the surface.
The closing price barely moved from 402.2 to 403.9, a mere 0.4% gain over the entire replay. Yet this tranquility proved illusory: a maximum drawdown of 14.0% reveals the hidden stress, while the largest single-bar move of 12.7% demonstrates how quickly intraday spikes can devastate unprotected positions. The replay delivers 11 decision points, including 4 critical turns where directional conviction is tested against sudden market dislocations.
This scenario excels as a training ground for process discipline under false calm. Traders must resist the anchoring bias that minimal net change excuses passive management, while also guarding against overtrading in response to isolated spikes. The 4 critical junctures reward those who have pre-defined risk parameters and emotional protocols. Ultimately, the replay teaches that surviving drawdowns of 14.0% requires neither prediction nor luck—it requires a repeatable system and the psychological stamina to execute it when the market offers no clear signals.