Orange Juice Historical Replay: 2018-08 to 2018-11
Replay 66 days of orange juice market history from August to November 2018, when prices fell 9.1% and volatility spiked. You make decisions bar-by-bar, face critical turning points, and receive an AI coach review of your simulated trades.
66 daily bars · 12 decision points · 2018-08 to 2018-11 · Commodities
Key facts
This window spans 93 days with a peak-to-trough drawdown of 16.6% and a 6.4% run-up.
- Max drawdown
- −16.6%
- Max run-up
- +6.4%
- Duration
- 93 days
- Largest single-day move
- −3.7%
- Bars
- 66 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 entering August 2018 faced mounting pressure from broader emerging market turbulence. As capital flows reversed and dollar strength intensified across developing economies, commodity markets absorbed the shockwaves. This 66-day replay captures a pivotal stress test for traders navigating one of the soft commodity sector's most volatile stretches of the decade.
The numbers tell a story of sustained deterioration. From August 22 to November 23, orange juice prices fell from 155.85 to 141.6, representing a 9.1% decline. The maximum drawdown of 16.6% tested even disciplined position management, while the largest single-bar move of 3.7% demanded real-time risk assessment. Across twelve decision points—four deemed critical—traders confronted the challenge of acting under persistent downside pressure without the clarity of hindsight.
For decision training, this period distills essential lessons in process over prediction. The drawdown magnitude reminds us that theoretical risk models require real-world calibration. The critical decision points illustrate how peak uncertainty often arrives precisely when conviction wavers most. Navigating this scenario teaches traders to separate market noise from structural shifts, maintain position discipline through extended drawdowns, and recognize that historical context—emerging market contagion in this case—shapes individual commodity behavior in ways pure technical analysis cannot capture alone.