Orange Juice Historical Replay: 2021-03 to 2021-06
Replay the orange juice shock from March to June 2021 as 62 daily bars unfold on a real historical tape. Step through 11 decision points, including 4 critical moments, and receive an AI review of each simulated trade.
62 daily bars · 11 decision points · 2021-03 to 2021-06 · Commodities
Key facts
This window spans 89 days with a peak-to-trough drawdown of 9.3% and a 22.1% run-up.
- Max drawdown
- −9.3%
- Max run-up
- +22.1%
- Duration
- 89 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
The orange juice futures market faced a significant test during spring 2021. From late March through mid-June, traders navigated 62 daily bars in a soft commodities market that was experiencing unusual pressure. This period represented a critical stress test for position sizing, risk management, and the ability to maintain discipline during a commodity shock. The stakes were clear: participants needed to balance exposure against the potential for sharp reversals in a volatile soft market.
The closing price moved from 110.4 to 117.2, a modest 6.2% net gain over the 62-day span. However, this headline figure concealed significant turbulence beneath the surface. The market experienced a maximum drawdown of 9.3% during the period, and the largest single-bar move reached 5.2%. These numbers reveal a market that rewarded patience and disciplined risk management while punishing emotional reactions to sudden swings.
This replay offers a powerful laboratory for developing trading discipline. The gap between the 9.3% drawdown and the ultimate 6.2% return underscores why risk management is the cornerstone of survival in volatile markets. The 5.2% single-bar volatility tests whether traders can execute their plans without succumbing to fear or greed. Participants learn that process matters more than outcome in any single period—the skills developed here transfer directly to real market challenges.
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