Wheat Historical Replay: 2023-11 to 2024-05
Replay the wheat market from November 2023 to May 2024, when prices climbed 15.2% across 122 daily bars and volatility spiked to a 5.9% single-day move. Step through each trading day, tackle 21 decision points with 7 marked critical, and receive AI coach feedback on simulated choices.
122 daily bars · 21 decision points · 2023-11 to 2024-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 18.3% and a 24.3% run-up.
- Max drawdown
- −18.3%
- Max run-up
- +24.3%
- Duration
- 177 days
- Largest single-day move
- +5.9%
- Bars
- 122 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
The wheat market in the US grains complex became a focal point for traders as the calendar turned to late 2023. From 2023‑11‑15 to 2024‑05‑10, 122 daily bars spanned a period in which geopolitical tensions in the Red Sea rippled across commodity markets, pushing participants to weigh supply risk against a volatile global demand backdrop. This replay puts you inside the decision flow of a market that was navigating the early 2020s volatility cycle, confronting a world where each new headline could shift grain prices in a matter of hours.
Over the five‑month span, wheat rose from a close of 560.5 to 645.75, a 15.2% climb that masked a turbulent ride. The market experienced a maximum drawdown of 18.3% and an intraday spike of 5.9%—the largest single‑bar move recorded. Traders faced 21 decision points, seven of which were flagged as critical, demanding precise entries, exits, or risk adjustments in real time.
The scenario sharpens decision‑training by exposing the interplay of process, risk, and psychology. Participants must practice sizing positions to survive a drawdown that approaches two‑digit percentages, stay disciplined when a single day can swing 5.9%, and refine the mental discipline needed to act at critical junctures without succumbing to panic or overconfidence. By replaying this stretch, learners build a habit of grounding choices in evidence rather than speculation, a skill set that transfers across any market environment.
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