Orange Juice Historical Replay: 2018-07 to 2018-10
Orange juice futures slid from 168.75 to 143.2 over 64 trading days in late 2018, a 15.1% decline shaped by a soft-commodities selloff. Step through each daily bar, face 11 decision points with 4 marked critical, and receive an AI coach review of your historical replay choices in a simulated, educational setting.
64 daily bars · 11 decision points · 2018-07 to 2018-10 · Commodities
Key facts
This window spans 88 days with a peak-to-trough drawdown of 16.4% and a 3.7% run-up.
- Max drawdown
- −16.4%
- Max run-up
- +3.7%
- Duration
- 88 days
- Largest single-day move
- −3.7%
- Bars
- 64 Daily bars
- Decision points
- 11
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 entered a turbulent stretch in mid-2018 as emerging market pressures rippled through soft commodity markets. The 2010s decade was already marked by cross-asset volatility, and orange juice traders faced a window where currency disruptions in developing economies threatened demand outlooks. This replay puts you in the seat during these 64 trading days, asking whether to hold, reduce, or exit as the macro environment shifted against long positions.
The contract fell from 168.75 to 143.2 over the replay span, a decline of -15.1%. The max drawdown reached 16.4%, with the largest single-bar move hitting 3.7%, moments that would have tested even experienced traders' conviction. The 11 decision points embedded in the daily bars included 4 critical junctures where directional calls mattered most, rewarding those who adjusted positions before momentum fully reversed.
This scenario sharpens the ability to manage directional exposure when macro tailwinds turn hostile. Tracking drawdown in real time and sizing positions accordingly separates disciplined practitioners from reactive ones. The psychological dimension is equally demanding: sustaining conviction through a 16.4% peak-to-trough loss requires pre-committed rules, not improvisation. Use this replay to practice calibrating risk, respecting price structure, and keeping emotions in check under sustained soft-commodity stress.