Soybean Historical Replay: 2024-02 to 2024-05
Sixty-two daily bars trace soybeans from 1189 to 1234.75 between 2024-02-07 and 2024-05-06, capturing 6.4% drawdown swings. Replay this historical scenario day-by-day, tackle 11 decision points, and receive an AI coach review in a simulated educational environment.
62 daily bars · 11 decision points · 2024-02 to 2024-05 · Commodities
Key facts
This window spans 89 days with a peak-to-trough drawdown of 6.4% and a 9.4% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +9.4%
- Duration
- 89 days
- Largest single-day move
- +3.0%
- 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
The scenario immerses participants in the soybean futures market during the first quarter of 2024, when agricultural commodities often experience elevated volatility tied to Southern Hemisphere harvest cycles and weather uncertainties. Between February 7 and May 6, 2024, sixty-two daily bars capture a market environment where supply expectations and demand signals created a complex trading landscape. Eleven decision points—including four flagged as critical—invite participants to practice reading shifting conditions and managing directional exposure through a historically authentic data set.
Soybean prices rose from 1189 to 1234.75 over the replay period, delivering a net return of 3.8%. Beneath that modest headline gain lay a more turbulent journey: the market endured a maximum drawdown of 6.4%, testing the resolve of anyone holding positions through adverse swings. The largest single-bar move reached 3.0%, illustrating how quickly sentiment can shift in thin or news-sensitive trading sessions. These numbers frame a period where entries, exits, and sizing decisions carried meaningful consequences for simulated portfolio performance.
This replay trains traders to confront the core triad of market participation: process discipline under uncertainty, risk calibration across variable drawdown environments, and psychological steadiness when volatility intrudes on plans. Participants learn to distinguish between noise-driven single-bar spikes and signals warranting strategic adjustment, building habits that transfer beyond this specific commodity to any market condition demanding probabilistic reasoning paired with emotional regulation.
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