Orange Juice Historical Replay: 2014-11 to 2015-05
Replay an orange juice bear slide spanning 2014-11-17 to 2015-05-13, where the close fell 13.8% across 122 daily bars and a single session moved 8.5%. You step through each historical day on FinFable, face 21 decision points with 7 critical moments, and receive an AI coach review of your reasoning using simulated capital.
122 daily bars · 21 decision points · 2014-11 to 2015-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 29.7% and a 22.0% run-up.
- Max drawdown
- −29.7%
- Max run-up
- +22.0%
- Duration
- 177 days
- Largest single-day move
- +8.5%
- 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 replay transports you to the soft commodities market in late 2014, as orange juice futures navigated a landscape of declining raw material values and uncertainty. By this stage of the 2010s, the commodity supercycle that had defined earlier years had faded, leaving tropical fruit markets exposed to currency headwinds and shifting demand patterns. Participants entering this scenario must grasp the structural pressures that made soft commodities vulnerable to extended weakness, setting the stage for what would unfold over the coming months.
From November 17, 2014 to May 13, 2015, the orange juice contract declined from 134.15 to 115.6, a fall of 13.8% across 122 daily bars. The journey was anything but smooth—maximum drawdown reached 29.7%, meaning any trader caught on the wrong side endured prolonged unrealized losses. A single session moved 8.5%, underscoring the volatility that could strike without warning and punish positions not sized for such swings. The market offered 21 decision points, with 7 critical moments where directional conviction was truly tested.
This replay teaches the brutal mathematics of drawdowns and the psychological strain of holding through adverse moves. Participants learn to distinguish between short-term noise and genuine trend shifts, to size positions defensively before volatility spikes, and to manage risk when a single bar can swing 8.5%. The 7 critical points demand calm under pressure—either sticking to a thesis or revising it based on evolving evidence. FinFable simulates these dilemmas with no real capital at risk, making it an ideal laboratory for building the discipline that actual markets require.