Orange Juice Historical Replay: 2018-06 to 2018-09
Replay the 2018-06-20 to 2018-09-25 orange juice slide, a 4.6 percent decline across 68 daily bars marked by a 14.5 percent drawdown. You step through each trading day, face 12 decision points, and receive an AI coach review of your simulated choices.
68 daily bars · 12 decision points · 2018-06 to 2018-09 · Commodities
Key facts
This window spans 97 days with a peak-to-trough drawdown of 14.5% and a 10.2% run-up.
- Max drawdown
- −14.5%
- Max run-up
- +10.2%
- Duration
- 97 days
- Largest single-day move
- +3.9%
- Bars
- 68 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
The orange juice futures market entered the summer of 2018 facing a quiet but persistent downward pressure in the soft commodities sector. From 2018-06-20 to 2018-09-25, a 68-bar daily dataset captured a gradual but uneven price retreat that tested participants' ability to hold positions through sustained volatility. This was not a dramatic crash but a grinding slide that eroded capital slowly, forcing traders to confront the difference between paper losses and realized ones.
The numbers tell the story: prices fell from 156.95 to 149.8, a -4.6% decline that undersells the true difficulty of this period. The max drawdown of 14.5% reveals that participants who entered near the top experienced significant unrealized losses before any recovery. The largest single-bar move of 3.9% demonstrates that intraday spikes added psychological pressure even within an overall downward trend. With 12 decision points embedded across the 68 days, including 4 flagged as critical, every simulated trader faced repeated moments requiring a stance: hold, reduce, or exit.
This replay teaches that survival in a losing market is as much a psychological exercise as a strategic one. The gap between the modest -4.6% close-to-close result and the 14.5% max drawdown illustrates how easily a trader can experience painful drawdowns even in modest moves. Participants learn to calibrate position sizing against volatility, practice emotional discipline during drawdown stretches, and recognize that process consistency matters more than any single outcome. The 2010s context grounds this scenario in a real market era, making the lessons directly applicable to how traders should prepare for similar grinding environments.