Rough Rice Historical Replay: 2024-08 to 2024-12
Replay 86 trading days of rough rice from August to December 2024, a commodity market that crawled just 1.5% while enduring a 7.7% drawdown. Make your own calls at 15 decision points, then review each choice with an AI coach in this simulated training environment.
86 daily bars · 15 decision points · 2024-08 to 2024-12 · Commodities
Key facts
This window spans 123 days with a peak-to-trough drawdown of 7.7% and a 7.1% run-up.
- Max drawdown
- −7.7%
- Max run-up
- +7.1%
- Duration
- 123 days
- Largest single-day move
- +2.5%
- Bars
- 86 Daily bars
- Decision points
- 15
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
Rough rice, a staple grain contract in Chinese commodity markets, entered a testing five-month stretch from August to December 2024. Over 86 daily trading bars, participants navigated a market that offered little direction yet demanded constant vigilance. The period presented a study in patience and discipline, where the absence of clear trends became its own challenge for traders building or defending positions.
The numbers tell a story of grinding indifference punctuated by volatility. The contract opened at 15.07 and eked out only a 1.5% gain to close at 15.29, yet this underwhelming headline return masked a rougher reality underneath. Participants who held through the period endured a maximum drawdown of 7.7%, and the largest single-day move of 2.5% served as a reminder that quiet markets can still deliver sharp surprises. Across these months, traders confronted 15 decision points, with 5 designated as critical moments where conviction was forced into action.
This replay trains traders to manage expectations when the market offers little reward for risk taken. The disconnect between minimal price appreciation and significant intraperiod losses sharpens the skill of position sizing and stop discipline. Psychology matters most in these environments, where the temptation to overtrade or abandon process grows as gains elude. Learning to execute without fury when the tape offers only frustration defines the edge this scenario develops.