Orange Juice Historical Replay: 2010-05 to 2010-08
Replay a 9.1% orange juice drawdown across 66 daily bars as commodity markets absorb a 2010 supply shock. Step through the timeline, make choices at 4 critical decision points, and receive an AI coach review in a simulated training environment.
66 daily bars · 12 decision points · 2010-05 to 2010-08 · Commodities
Key facts
This window spans 95 days with a peak-to-trough drawdown of 9.1% and a 14.4% run-up.
- Max drawdown
- −9.1%
- Max run-up
- +14.4%
- Duration
- 95 days
- Largest single-day move
- −5.2%
- Bars
- 66 Daily bars
- Decision points
- 12
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 spring and summer of 2010, the soft commodities market faced mounting supply uncertainty as agricultural regions worldwide dealt with weather disruptions. Orange juice futures, typically a quieter corner of the commodity complex, found themselves at the center of shifting sentiment as traders absorbed the ripple effects of a major supply shock. The data spans 66 daily bars from May 6 to August 9, offering traders a compressed timeline to practice reading evolving market conditions under pressure.
The period delivered a 9.1% drawdown across those 66 trading sessions, with orange juice prices moving from 132.2 to 144.25. What makes this replay instructive is not the directional outcome but the journey: a single trading bar produced a 5.2% move, representing the kind of volatility spike that tests conviction and forces disciplined position management. Twelve decision points are embedded in the timeline, with four marked as critical junctures where directional assumptions were challenged.
This scenario rewards traders who separate process from outcome. The 9.1% drawdown is manageable in isolation but becomes psychologically taxing when concentrated into sharp intraperiod spikes. The lesson is structural: volatility events require predefined responses rather than reactive adjustments. Practicing this timeline trains the habits needed to hold positions through adverse moves without abandoning a sound thesis, while also knowing when the thesis itself has changed.