Orange Juice Historical Replay: 2013-11 to 2014-05
Replay an authentic orange juice market window from 2013-11-15 to 2014-05-13, watching the close climb from 138.3 to 161.75 across 122 daily bars. Step through each day, make choices at 21 decision points, and receive an AI coach review of your simulated performance.
122 daily bars · 21 decision points · 2013-11 to 2014-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 8.1% and a 22.8% run-up.
- Max drawdown
- −8.1%
- Max run-up
- +22.8%
- Duration
- 179 days
- Largest single-day move
- +3.9%
- 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 scenario recreates the orange juice futures market during a six-month window from mid-November 2013 through mid-May 2014. This was a period when soft commodity markets were navigating complex supply dynamics and currency pressures. Participants entering this replay step into a market where prices were already at 138.3, with an unclear trajectory ahead. The challenge is to navigate 122 daily bars and 21 decision points, including 7 critical junctures, while managing exposure to a market prone to sudden shifts.
The market ultimately rewarded directional conviction, with prices climbing from 138.3 to 161.75—a 17.0% appreciation over the period. However, this ascent was far from linear. The scenario included a maximum drawdown of 8.1%, testing discipline during adverse moves, while the largest single-day swing reached 3.9%, demonstrating the volatility inherent in soft commodities. Participants had to endure periods of uncertainty before the broader boom narrative materialized.
This replay sharpens decision-training skills across three dimensions. Process discipline is tested by the need to maintain conviction through drawdowns without abandoning sound methodology. Risk calibration is challenged by single-bar moves that can quickly erode positions. Perhaps most critically, psychology comes to the forefront: the ability to stay objective when the market oscillates and to avoid recency bias determines whether participants capture the full trajectory or exit prematurely. The 2010s soft commodity boom provides a rich classroom for these lessons.
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