Soybean Historical Replay: 2024-11 to 2025-02
Replay 62 trading days after the U.S. election shock as soybeans moved from 983.5 to 1029. Step through each session, face 11 policy-driven decision points, and receive an AI coach review on your simulated choices.
62 daily bars · 11 decision points · 2024-11 to 2025-02 · Commodities
Key facts
This window spans 94 days with a peak-to-trough drawdown of 4.4% and a 12.9% run-up.
- Max drawdown
- −4.4%
- Max run-up
- +12.9%
- Duration
- 94 days
- Largest single-day move
- +3.2%
- 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
This replay spans 62 trading days from November 22, 2024 to February 24, 2025, capturing the immediate aftermath of the U.S. election shock on the soybean market. The period was defined by heightened policy uncertainty, with traders grappling with potential shifts in trade relations, export demand projections, and dollar dynamics. For anyone studying agricultural commodities, understanding how election outcomes translated into tangible market moves was essential to developing a structured approach to policy-driven volatility.
Over the course of this session, soybean futures advanced from 983.5 to 1029, representing a net gain of 4.6%. However, the headline number masks considerable turbulence beneath the surface: the market endured a maximum drawdown of 4.4% and experienced a largest single-bar move of 3.2%. These figures underscore that directional conviction alone was insufficient; surviving and capitalizing on the path between entry and exit required disciplined volatility management.
Participants faced 11 decision points throughout this replay, with 4 identified as critical inflection moments. The scenario tests the ability to process incomplete information under pressure, manage risk allocation across uncertain horizons, and maintain emotional equilibrium when headlines clash with price action. For decision trainers, the core lesson is that policy events create asymmetric opportunities, but only for those who have rehearsed their process before the moment arrives.
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