Orange Juice Historical Replay: 2020-03 to 2020-06
Replay the orange juice market from March to June 2020, when prices climbed just 1.8% across 62 volatile trading days. Step through daily decisions, tackle critical decision points, and receive an AI coach review in a fully simulated, educational environment.
62 daily bars · 11 decision points · 2020-03 to 2020-06 · Commodities
Key facts
This window spans 87 days with a peak-to-trough drawdown of 14.3% and a 24.1% run-up.
- Max drawdown
- −14.3%
- Max run-up
- +24.1%
- Duration
- 87 days
- Largest single-day move
- +5.2%
- Bars
- 62 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
In the spring of 2020, the orange juice futures market faced an extraordinary test. As COVID-19 swept across the globe, supply chains convulsed and consumer behavior shifted rapidly, creating a volatile backdrop for daily trading decisions. The period from March 24 to June 19, 2020 spanned 62 trading days of intense uncertainty, where even experienced participants struggled to anticipate the next session's direction. The market offered no clear narrative—only the raw pressure of navigating a once-in-a-generation disruption.
The numbers reveal the deceptive nature of this period. Orange juice closed at 116.9 on March 24 and finished at 119.05 on June 19, a gain of just 1.8%—yet this modest net result masked violent internal turbulence. The maximum drawdown reached 14.3%, while the largest single trading day moved 5.2%. Across these 62 bars, traders encountered 11 formal decision points, of which 4 were designated critical moments demanding clear strategic choices. The gap between trivial net change and enormous intraperiod volatility defined the core challenge.
This scenario excels as a decision-training exercise precisely because the outcome confounds simple intuition. Participants must practice position sizing that survives a potential 14.3% adverse swing without forcing premature liquidation. The 5.2% single-bar moves test emotional discipline—when a market jumps that far overnight, the psychological temptation to react rather than stick to process becomes nearly overwhelming. With 11 decision points including 4 critical junctures, every choice carries weight, making this an ideal sandbox for building the systematic approach that volatile, sideways markets demand.
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