Wheat Historical Replay: 2024-11 to 2025-05
Replay 122 daily bars of US wheat from November 2024, navigating a 17.5% drawdown across shifting tariff and dollar headlines. You will walk through each session, face 7 critical decision points, and receive an AI coach review—simulated capital, education only.
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 17.5% and a 14.9% run-up.
- Max drawdown
- −17.5%
- Max run-up
- +14.9%
- Duration
- 179 days
- Largest single-day move
- +4.5%
- 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
The replay transports you to US wheat futures spanning 2024-11-15 to 2025-05-13, a 122-session journey through the grain markets of the 2020s. The backdrop is a landscape reshaped by shifting tariff policy and dollar volatility—forces that periodically slammed commodity prices in either direction. Your task is to navigate this terrain session by session, confronting 21 decision points along the way, with 7 flagged as critical crossroads where the path forward was anything but obvious.
Across those 122 daily bars, wheat settled at 501.5 from an opening 536.5, recording a net decline of -6.5%. Yet that headline figure conceals the true texture of the journey: a maximum drawdown of 17.5% tested conviction, while the largest single-bar move of 4.5% reminded participants how swiftly sentiment can reverse. The path was neither straight nor forgiving, demanding continuous reassessment of exposure and conviction.
For decision training, this scenario excels at exposing the gap between knowing and doing. A -6.5% net loss becomes catastrophic if position sizing ignores the 17.5% drawdown envelope. The 4.5% intraday shock tests whether your rules account for overnight gaps. With 7 critical decision points embedded in authentic market rhythm, you practice not prediction but preparation—defining exits before entries, sizing for the worst case, and maintaining psychological steadiness when the market's narrative turns hostile. Simulated capital, genuine learning.
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