Orange Juice Historical Replay: 2020-05 to 2020-08
Replay 66 days of 2020 orange juice volatility, watching a close drop from 120.4 to 114.35 amid an 11.6% drawdown. Walk through each daily bar, tackle decision points, and receive an AI coach review of your simulated choices.
66 daily bars · 12 decision points · 2020-05 to 2020-08 · Commodities
Key facts
This window spans 93 days with a peak-to-trough drawdown of 11.6% and a 12.0% run-up.
- Max drawdown
- −11.6%
- Max run-up
- +12.0%
- Duration
- 93 days
- Largest single-day move
- +5.3%
- 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 entered a volatile chapter in the spring of 2020. Over 66 trading days spanning May 6 to August 7, participants faced a market tagged as a boom scenario yet marked by significant intraday swings. The decade context of the 2020s set the backdrop for what would become a study in navigating uncertainty without the benefit of hindsight.
The replay begins at a close of 120.4 and unfolds through daily bars that test both analysis and nerve. By August 7, prices settled at 114.35, representing a -5.0% decline. The journey was far from linear—an 11.6% maximum drawdown tested portfolio endurance, while the largest single-bar move of 5.3% demanded real-time risk calibration. Players navigated 12 decision points, with 4 deemed critical to the outcome.
This replay trains participants to manage the gap between a boom label and turbulent execution. The -5.0% net loss masked far larger swings, reminding us that headline returns obscure the emotional toll of drawdowns. Participants learn to size positions according to realistic volatility, avoid reactive selling at troughs, and maintain discipline when a single session moves 5.3% against them.
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