Orange Juice Historical Replay: 2021-02 to 2021-05
Replay 66 daily bars of the 2021 orange juice shock, when soft commodity prices swung through an 11.8% drawdown. Step into 12 decision points, replay the historical tape day by day, and receive an AI coach review of every call you make with simulated capital.
66 daily bars · 12 decision points · 2021-02 to 2021-05 · Commodities
Key facts
This window spans 93 days with a peak-to-trough drawdown of 11.8% and a 11.9% run-up.
- Max drawdown
- −11.8%
- Max run-up
- +11.9%
- Duration
- 93 days
- Largest single-day move
- −3.9%
- 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
In early 2021, orange juice futures stood at the intersection of weather uncertainty and global supply chain stress. The soft commodity market, often overlooked beside energy and metals, delivered sharp intraday swings that tested discipline and risk management. Over approximately three months, traders faced a textbook commodity shock environment where fundamentals shifted rapidly and price action reflected elevated uncertainty about supply availability.
The data span covers 66 daily bars from February 3 to May 7, 2021. Despite a modest net move from 108.3 to 111.45 representing a 2.9% close-to-close gain, the journey was anything but quiet. The period featured an 11.8% maximum drawdown and a largest single-bar move of 3.9%, meaning traders who mistimed entries faced meaningful losses even if their directional bias was ultimately correct. With 12 decision points embedded in the replay, including 4 flagged as critical junctures, the scenario recreates moments where conviction and position management determined whether participants captured moves or endured painful reversals.
This replay sharpens decision training by confronting participants with realistic soft commodity volatility. The gap between modest net gains and substantial interim drawdowns illustrates why process matters more than outcome in any single replay. Handling a 3.9% single-session swing without abandoning a thesis, managing risk through an 11.8% equity trough, and recognizing which of the 4 critical nodes actually shift the trajectory—these are the skills this historical episode cultivates. For traders building resilience across commodities, the orange juice shock offers a focused laboratory for testing discipline under pressure.
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