Wheat Historical Replay: 2024-07 to 2025-01
Replay 126 daily wheat bars from July 2024 through January 2025, navigating a 14.4% drawdown and a 4.5% single-session swing. You make choices at 22 decision points, including 8 critical ones, then receive an AI coach review of each simulated trade.
126 daily bars · 22 decision points · 2024-07 to 2025-01 · Commodities
Key facts
This window spans 181 days with a peak-to-trough drawdown of 14.4% and a 23.5% run-up.
- Max drawdown
- −14.4%
- Max run-up
- +23.5%
- Duration
- 181 days
- Largest single-day move
- +4.5%
- Bars
- 126 Daily bars
- Decision points
- 22
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
This replay immerses you in US wheat futures trading during the second half of 2024 and early 2025. The 126 daily bars traverse the period from July 18, 2024 to January 15, 2025, a time when shifting monetary policy expectations and dollar dynamics created an uncertain landscape for agricultural commodity traders. The scenario captures a decade marked by heightened policy sensitivity and global supply considerations, placing you at the center of a market where every decision carried weight.
Wheat prices ultimately closed at 547 from an opening of 535.25, delivering a modest 2.2% return. Yet this headline figure obscures the turbulence beneath the surface. The market endured a maximum drawdown of 14.4%, and traders faced a single-session swing of 4.5% at the most volatile point. Across the replay, you encountered 22 decision points, with 8 designated as critical moments where directional conviction and risk calibration were most severely tested.
The primary lesson centers on discipline under stress. A 14.4% drawdown demands pre-defined exit thresholds and position sizing that survives adverse runs. The 4.5% intraday spike illustrates why stops must account for gapping risk rather than close-to-close assumptions alone. Emotionally, navigating 8 critical junctures without forcing the outcome separates systematic decision-making from reactive trading. This scenario trains the habit of executing process regardless of the temporary outcome, a mindset essential for anyone studying historical market behavior without seeking speculative advantage.