Corn Historical Replay: 2024-10 to 2025-01
Replay 62 daily bars of corn from October 2024 to January 2025, capturing an 8.5% swing driven by US policy headlines and FX volatility. Make your own calls at each decision point, then receive an AI coach review of your reasoning, all in a simulated historical environment.
62 daily bars · 11 decision points · 2024-10 to 2025-01 · Commodities
Key facts
This window spans 90 days with a peak-to-trough drawdown of 4.1% and a 14.5% run-up.
- Max drawdown
- −4.1%
- Max run-up
- +14.5%
- Duration
- 90 days
- Largest single-day move
- +3.5%
- 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
This replay drops you into US corn futures during the final quarter of 2024, a period when agricultural markets faced heightened uncertainty from shifting US policy signals. The dataset spans 62 daily bars from October 10, 2024 to January 8, 2025, covering price action that unfolded across the 2020s decade. Traders following this market had to navigate an environment where currency moves and policy announcements could trigger sudden volatility in a typically steady agricultural commodity.
The market rose from 418.5 to 454, an 8.5% swing that unfolded across the data span. The journey was far from straight: a max drawdown of 4.1% tested conviction, while the largest single-bar move of 3.5% showed how quickly conditions could shift. Eleven decision points punctuated the period, with four flagged as critical moments where positioning choices likely determined whether a trader captured or missed the directional move.
The scenario rewards disciplined process over prediction. Participants must manage risk in real time while resisting the emotional pull of confirmation bias that often accompanies policy-driven volatility. It is a useful laboratory for training the psychological stamina needed to hold positions through noise, set logical stop levels, and update views systematically when new information arrives.
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