Orange Juice Historical Replay: 2001-11 to 2002-05
Replay 120 daily bars of orange juice from November 2001 to May 2002, capturing a 10.4% maximum drawdown across a soft-commodity era of inflation pressure and volatility. You step through each session, face 21 decision points including 7 critical ones, and receive an AI coach review of your simulated choices.
120 daily bars · 21 decision points · 2001-11 to 2002-05 · Commodities
Key facts
This window spans 181 days with a peak-to-trough drawdown of 10.4% and a 9.5% run-up.
- Max drawdown
- −10.4%
- Max run-up
- +9.5%
- Duration
- 181 days
- Largest single-day move
- −4.4%
- Bars
- 120 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 2001 and May 2002, orange juice futures traded in an environment defined by lingering post-recession uncertainty and persistent inflation pressures on soft commodities. This 120-bar replay captures a market struggling to find direction as input costs fluctuated and demand signals remained mixed. Participants entering this scenario faced a central challenge: navigating a volatile period where the macro backdrop offered no clear bullish or bearish consensus, leaving price action vulnerable to sharp intraday swings and sustained pullbacks.
The period delivered a modest net result—closing prices declined from 94.55 to 92.1, a -2.6% move—but the journey was far more turbulent than the headline number suggests. The maximum drawdown of 10.4% tested participants' risk tolerance, while the largest single-bar move of 4.4% demanded disciplined position management. Across these 120 sessions, 21 decision points emerged, with 7 classified as critical junctures where directional conviction and capital allocation decisions carried heightened consequence.
This replay excels as a training vehicle for several reasons. First, it illustrates how a small net loss can mask significant underlying volatility, forcing practitioners to separate outcome from process. Second, the drawdown magnitude reveals how quickly adverse moves compound when size management is neglected. Third, the critical decision points expose psychological pressure points—whether to hold through drawdown, add to losing positions, or reduce exposure—that separate disciplined execution from reactive trading. Mastering this scenario teaches that survival through volatility precedes any opportunity for gain.
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