Soybean Meal Historical Replay: 2024-11 to 2025-02
Replay 62 daily bars of soybean meal across the post-election period with a 7.6% drawdown and a single 4.6% swing. Walk through 11 decision points day-by-day and receive an AI coach review on every simulated trade.
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 7.6% and a 13.0% run-up.
- Max drawdown
- −7.6%
- Max run-up
- +13.0%
- Duration
- 94 days
- Largest single-day move
- +4.6%
- 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 scenario replays soybean meal futures across 62 daily bars from November 22, 2024 to February 24, 2025 - a period immediately following the Trump election victory. The US agricultural commodities market faced a complex macro environment where currency movements and trade policy expectations created significant volatility. Traders navigating this period needed to account for dollar strength, export demand shifts, and seasonal supply dynamics all converging simultaneously.
The period delivered a net gain of just 0.9%, closing at 291.8 from an opening of 289.2, yet this modest headline figure concealed substantial turbulence. A maximum drawdown of 7.6% tested risk management discipline, while a single session produced a 4.6% swing that could have devastated improperly positioned accounts. Across 11 decision points - including 4 designated as critical - participants faced a sequence of high-stakes entries and exits where timing proved decisive.
This replay teaches that sideways markets with hidden volatility demand the same respect as trending ones. The gap between modest returns and significant drawdown forces learners to examine whether their position sizing, stop-loss discipline, and emotional composure would have survived the real environment. Navigating 11 decision points provides concrete practice in maintaining process consistency when outcomes diverge sharply from expectations.
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