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Wheat Historical Replay: 2024-10 to 2025-01

CommoditiesGrainsUSPolicy2024-10 to 2025-01Difficulty 2/5FreeView charts

Replay the wheat market from October 2024 to January 2025, when a 12.8% peak-to-trough swing tested even seasoned observers. Step through 62 daily bars across 11 decision points, submit your calls, and receive an AI coach review, simulated capital only.

62K lines
11Decision points
2Difficulty
DailyGranularity

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 12.8% and a 4.7% run-up.

Max drawdown
−12.8%
Max run-up
+4.7%
Duration
90 days
Largest single-day move
+4.5%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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

The scenario immerses traders in US wheat futures during the final quarter of 2024, a period when policy signals and macro crosscurrents tested commodity fundamentals. Spanning 62 daily bars from October 10, 2024 to January 8, 2025, the replay presents 11 decision points—4 marked as critical—asking participants to navigate a market where geopolitical developments and currency moves could upend grain prices overnight. The educational stakes are clear: how do you build conviction when policy risk and agricultural supply dynamics collide?

What unfolded was a sustained decline. Wheat settled at 536.25, down -11.2% from its 603.75 opening, with a peak-to-trough drawdown of 12.8%. The market was not a straight line lower—participants faced a largest single-bar move of 4.5%, moments when intraday momentum could reverse a position in hours. Volatility was the defining character, punishing those who sized positions without accounting for sudden policy-driven swings.

The replay teaches that process beats prediction in uncertain markets. A disciplined approach—defining risk before entry, sizing positions to survive drawdowns, and sticking to a plan when a 4.5% single-bar move tests resolve—separates durable traders from those who buckle under pressure. This scenario is not about calling the top or bottom; it is about building the habits that keep you at the table when the next policy headline arrives.