Corn Historical Replay: 2024-11 to 2025-05
Replay 122 daily corn bars from Nov 2024 to May 2025, when prices climbed 2.8% amid a 13.1% drawdown. Step through 21 decision points, including 7 critical ones, and receive an AI coach review of each simulated choice.
122 daily bars · 21 decision points · 2024-11 to 2025-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 13.1% and a 20.7% run-up.
- Max drawdown
- −13.1%
- Max run-up
- +20.7%
- Duration
- 179 days
- Largest single-day move
- +3.5%
- Bars
- 122 Daily bars
- Decision points
- 21
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
Between November 2024 and May 2025, the corn market entered a period defined by policy uncertainty and macroeconomic crosscurrents. This 122-bar daily replay captures the grain sector navigating a landscape where tariff discussions and dollar volatility created an environment of persistent tension. For traders and analysts, the period presented a test of conviction under uncertainty, with each decision point demanding a recalibration of thesis and position.
Prices ultimately climbed from 424 to 436, a modest 2.8% gain over the full span. However, the journey was far from linear—a 13.1% max drawdown tested positions severely, while the largest single-bar move of 3.5% underscored the potential for sharp intraday reversals. The narrow net gain against a volatile backdrop illustrates how easily a favorable directional view could be eroded by timing or risk-management missteps.
The scenario distills lessons in process and psychology rather than directional calls. Seven critical decision points force participants to confront the gap between analysis and execution. The 13.1% drawdown reminds us that defined risk is essential even when the underlying thesis remains intact. Meanwhile, the 3.5% single-bar volatility highlights how policy-driven markets can spike unexpectedly, rewarding those with pre-set plans and punishing reactive decision-making.
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