Orange Juice Historical Replay: 2004-11 to 2005-05
Replay a 122-day orange juice futures window in which prices rallied from 72.2 to 91.6, a 26.9% climb shaped by soft-commodity inflation flows. You walk through each daily bar, tackle 21 decision points, and receive an AI coach review of your choices in a simulated educational setting.
122 daily bars · 21 decision points · 2004-11 to 2005-05 · Commodities
Key facts
This window spans 178 days with a peak-to-trough drawdown of 12.3% and a 40.4% run-up.
- Max drawdown
- −12.3%
- Max run-up
- +40.4%
- Duration
- 178 days
- Largest single-day move
- +9.4%
- 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
In the winter of 2004, orange juice futures emerged as an unexpected vector of soft-commodity inflation pressure. The 122-day replay window from November 15, 2004 to May 12, 2005 captures a period when agricultural markets were adjusting to shifting input costs and supply concerns. This scenario places participants directly into the daily rhythm of a trending soft market, demanding responses to evolving price dynamics.
The market staged a substantial 26.9% advance, climbing from 72.2 to 91.6 over the replay period. Yet this upward trajectory was punctuated by a 12.3% maximum drawdown and punctuated by a 9.4% single-day surge, creating a demanding environment with 21 decision points and 7 critical junctures requiring decisive action. The combination of strong directional momentum alongside sudden volatility spikes tested participants' ability to maintain conviction while managing real-time risk exposure.
This scenario sharpens the ability to navigate trending markets during inflationary regimes, where strong price direction coexists with sudden, sharp reversals. Participants learn to balance conviction against drawdown tolerance, time entries around critical price thresholds, and prevent emotional responses from overriding systematic decision processes. The historical context of the 2000s commodity cycle provides a realistic framework for understanding how these dynamics played out under actual market conditions.
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