Soybean Meal Historical Replay: 2024-10 to 2025-01
Replay 62 daily bars of soybean meal across the 2024 U.S. election window as soybean meal fell from 317.5 to 292.6. Step through every session, face 4 critical decision points, and receive an AI coach review in a fully simulated 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 12.2% and a 11.2% run-up.
- Max drawdown
- −12.2%
- Max run-up
- +11.2%
- Duration
- 90 days
- Largest single-day move
- +4.4%
- 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.
Related scenarios
- Corn Historical Replay: 2024-07 to 2025-012024 · Lv.3
- Live Cattle Historical Replay: 2024-07 to 2025-012024 · Lv.1
- Oats Historical Replay: 2024-07 to 2025-012024 · Lv.3
- Rough Rice Historical Replay: 2024-07 to 2025-012024 · Lv.1
- Soybean Historical Replay: 2024-07 to 2025-012024 · Lv.1
- Soybean Meal Historical Replay: 2024-07 to 2025-012024 · Lv.3
Event Replay
What happened — and what it teaches
The soybean meal market faced an unusually volatile stretch as the 2024 U.S. presidential election unfolded. Over 62 daily trading sessions spanning October 10, 2024 to January 8, 2025, traders navigated one of the most consequential political transitions in recent memory. Agricultural commodities are acutely sensitive to currency movements, trade policy shifts, and macroeconomic uncertainty—making this period a particularly demanding test of discipline and analytical rigor.
Soybean meal prices fell from 317.5 to 292.6, a decline of -7.8%, with a maximum drawdown of 12.2% intraday. The largest single session swing reached 4.4%, underscoring how quickly positions can move against a trader. Participants confronted 4 critical decision points where directional conviction and risk management were put to the test. The market rewarded neither passive holding nor reactive hedging—it demanded calibrated judgment under sustained pressure.
This replay teaches that process trumps prediction. Managing risk through position sizing and pre-defined exits matters far more than forecasting election outcomes. The psychological dimension is equally important: enduring a -7.8% draw without abandoning a sound framework separates disciplined practitioners from reactive ones. Use this scenario to stress-test your decision-making against real market behavior and build the emotional resilience that statistics alone cannot provide.
Featured in the archive