Orange Juice Historical Replay: 2009-11 to 2010-05
Replay 122 daily bars of the soft-commodities boom from late 2009 into 2010, watching orange juice climb 27.2% while suffering a 17.4% drawdown. You step through each session, make calls at 7 critical decision points, and receive an AI coach review of your reasoning, all simulated capital only.
122 daily bars · 21 decision points · 2009-11 to 2010-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 17.4% and a 37.2% run-up.
- Max drawdown
- −17.4%
- Max run-up
- +37.2%
- Duration
- 177 days
- Largest single-day move
- −10.1%
- 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 soft commodities market in late 2009 offered traders a compelling study in agricultural market dynamics. Orange juice futures, a staple of the soft commodity complex, began a period where supply concerns and weather-related uncertainty created conditions demanding careful analysis. Over approximately six months spanning from late 2009 into spring 2010, participants faced the challenge of navigating a market that would test both their analytical frameworks and their risk management discipline.
The replay covers 122 daily bars of price action, during which orange juice climbed 27.2%, moving from 112.4 to 142.95. Yet this headline figure obscures a more complex reality—traders had to weather a 17.4% drawdown during the journey. The period was marked by sharp intraday volatility, including a single-bar move of 10.1% that could easily unsettle even experienced participants. Across the scenario, 21 decision points present themselves, with 7 designated as critical moments where directional conviction was most severely tested.
This replay serves as a powerful decision-training laboratory. The combination of solid directional movement against a backdrop of significant intermediate reversals challenges one's ability to distinguish signal from noise. Enduring the 17.4% drawdown requires emotional discipline and adherence to process rather than impulse. The 10.1% single-bar shock demonstrates why position sizing and pre-defined risk parameters matter. By confronting all 21 decision points, trainees can sharpen their framework for assessing market conditions, managing exposure, and maintaining composure when outcomes deviate from expectations—all without risking real capital.
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