Corn Historical Replay: 2023-07 to 2023-10
Replay 64 daily bars of corn futures from July to October 2023 as the market slid from 560.5 to 495.5, a 17.8% drawdown. Step through each decision point, get an AI coach review, and learn risk management in a simulated environment.
64 daily bars · 11 decision points · 2023-07 to 2023-10 · Commodities
Key facts
This window spans 88 days with a peak-to-trough drawdown of 17.8% and a 9.5% run-up.
- Max drawdown
- −17.8%
- Max run-up
- +9.5%
- Duration
- 88 days
- Largest single-day move
- −3.3%
- Bars
- 64 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.
Related scenarios
- Soybean Historical Replay: 2023-11 to 2024-052023 · Lv.2
- Corn Historical Replay: 2022-07 to 2023-012022 · Lv.2
- Live Cattle Historical Replay: 2022-07 to 2023-012022 · Lv.2
- Oats Historical Replay: 2022-07 to 2023-012022 · Lv.5
- Rough Rice Historical Replay: 2022-07 to 2023-012022 · Lv.2
- Soybean Historical Replay: 2022-07 to 2023-012022 · Lv.2
Event Replay
What happened — and what it teaches
The replay places traders inside the corn futures market during the summer and autumn of 2023, a period when commodity prices were adjusting to shifting expectations about Chinese economic recovery. Over 64 daily bars spanning July 24 to October 20, participants navigate a sustained downtrend that tested both directional conviction and disciplined risk management. The scenario captures a classic bear phase where the consensus narrative shifted and participants had to decide how to respond.
The market moved from 560.5 to 495.5, representing a decline of 11.6%. The journey was far from smooth: the maximum drawdown reached 17.8%, and the largest single-day swing measured 3.3%. Across the period, 11 decision points emerged, with 4 marked as critical moments where positioning and risk controls were severely tested. This combination of persistent directional pressure and episodic volatility created an environment that demanded constant reassessment of exposure.
The educational value centers on three dimensions. Process discipline becomes paramount when a position moves against you day after day; the replay forces participants to practice systematic reviews rather than emotional reactions. Risk management is challenged by the 17.8% drawdown environment, teaching proper sizing and the mental stamina to endure extended adverse moves. Finally, the psychological dimension cannot be understated: navigating a sustained decline requires separating signal from noise while managing the anxiety that accompanies mounting paper losses. The scenario succeeds in compressing months of market stress into a focused decision-training exercise.