Soybean Historical Replay: 2023-06 to 2023-09
Replay 62 trading days of soybeans across summer 2023, when a single 5.0% bar marked one of the wildest moves of the grain complex. Step through each session, weigh eleven decision points, and receive an AI coach review of your simulated choices.
62 daily bars · 11 decision points · 2023-06 to 2023-09 · Commodities
Key facts
This window spans 90 days with a peak-to-trough drawdown of 15.3% and a 14.6% run-up.
- Max drawdown
- −15.3%
- Max run-up
- +14.6%
- Duration
- 90 days
- Largest single-day move
- +5.0%
- Bars
- 62 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
Soybean futures in the summer of 2023 presented traders with a study in deceptive calm. Over 62 trading days spanning June to September, the market offered limited directional conviction—closing the period with a net decline of just 0.2% from 1363.25 to 1360.25. Yet beneath this apparent stability lurked significant turbulence. The agricultural complex faced uncertainty around weather patterns, global supply chains, and shifting demand signals, creating an environment where patient capital faced the constant temptation to react.
The true character of this period revealed itself not in the net change but in its volatility. A single session produced a 5.0% move—one of the most violent single-day swings in the grain complex that summer. The maximum drawdown of 15.3% tested the resolve of any position held through the chop. With 11 decision points punctuating the replay, including 4 deemed critical, the scenario demanded continuous judgment about position sizing, entry timing, and the willingness to hold through adverse price action.
For participants in this replay, the lesson centers on the gap between apparent stability and underlying risk. A market that ends nearly unchanged can still destroy capital through volatility. The scenario tests whether traders maintain discipline when conviction is scarce, manage position sizes proportional to hidden risk, and resist the behavioral trap of reacting to each daily fluctuation. Success here requires treating each decision point as an independent judgment call rather than allowing previous outcomes to anchor future choices.