Soybean Historical Replay: 2024-10 to 2025-01
Replay 62 daily bars of US soybean price action from October 2024 through January 2025, with a 6.4% drawdown framing every volatility test. Step into 11 decision points, four flagged critical, and receive an AI coach review of your choices in a simulated, educational-only market replay.
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 6.4% and a 5.3% run-up.
- Max drawdown
- −6.4%
- Max run-up
- +5.3%
- Duration
- 90 days
- Largest single-day move
- −2.6%
- 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
Soybean futures traded in the 2020s commodity complex faced a policy-driven inflection point between October 2024 and January 2025. This 62-bar replay captured a period when US agricultural markets absorbed the aftershocks of a contested election cycle, with currency volatility adding a secondary layer of uncertainty to an already complex fundamental picture. For traders entering this scenario, the central question was not simply directional but structural: how to position when macro policy signals and commodity-specific dynamics pull in different directions.
The close of 1014.75 gave way to 987.5 by January 8, representing a net decline of 2.7% across the full span. Yet this modest headline figure concealed considerably more turbulence beneath the surface. A maximum drawdown of 6.4% tested positions across multiple sessions, while the largest single-bar move of 2.6% underscored how quickly sentiment could shift on policy headlines. Eleven decision points punctuated the period, with four flagged as critical nodes where directional conviction and risk calibration were simultaneously required.
The scenario excels as a decision-training vehicle precisely because the volatility was real but not catastrophic. Participants must practice holding process discipline when a 6.4% drawdown creates psychological pressure, resisting the urge to close positions at the worst moment. The interplay between macro policy signals and commodity-specific supply-demand dynamics forces traders to clarify their analytical hierarchy. Was this a dollar story, a policy story, or a soybean story—and does that answer change depending on which decision point you are navigating?
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