Orange Juice Historical Replay: 2010-11 to 2011-05
Replay the 2010-11 to 2011-05 orange juice market across 124 daily bars and navigate a 16.2% drawdown with 21 decision points. You step through each historical session, make choices, and receive an AI coach review of your simulated trading discipline.
124 daily bars · 21 decision points · 2010-11 to 2011-05 · Commodities
Key facts
This window spans 178 days with a peak-to-trough drawdown of 16.2% and a 26.4% run-up.
- Max drawdown
- −16.2%
- Max run-up
- +26.4%
- Duration
- 178 days
- Largest single-day move
- +4.9%
- Bars
- 124 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
Orange juice futures in late 2010 presented traders with a complex soft commodity environment shaped by weather uncertainties and supply concerns. The period from November 2010 to May 2011 placed participants in a market where 124 daily bars would test their decision-making across 21 distinct moments, including 7 critical junctures demanding careful risk calibration. Navigating this historical replay meant confronting the fundamental challenge of soft commodities: unpredictable external factors that can rapidly shift supply dynamics and price expectations.
Over the course of this replay, orange juice futures moved from 152.65 to 182.85, delivering a net gain of 19.8%. Yet the path was anything but linear. The maximum drawdown reached 16.2%, and individual trading days saw moves as large as 4.9%, creating an environment where discipline and position management determined whether traders could capture the eventual upside or succumb to volatility-induced losses.
This scenario excels as a decision-training exercise because it forces participants to confront the psychological toll of soft commodity trading. The combination of 4.9% single-bar swings and a 16.2% drawdown tests emotional resilience and adherence to process. Success here is not about predicting weather patterns but about maintaining systematic decision-making when the market tests your conviction. Traders learn that surviving volatility is a prerequisite to capturing directional moves, and that psychological discipline often matters more than directional conviction in these unpredictable markets.