Orange Juice Historical Replay: 2021-11 to 2022-05
Replay 124 trading days of orange juice futures from late 2021, when close prices climbed 26.2% amid inflation fears. You step through each daily decision point and receive an AI coach review of your simulated choices.
124 daily bars · 21 decision points · 2021-11 to 2022-05 · Commodities
Key facts
This window spans 178 days with a peak-to-trough drawdown of 18.0% and a 57.6% run-up.
- Max drawdown
- −18.0%
- Max run-up
- +57.6%
- Duration
- 178 days
- Largest single-day move
- −10.0%
- Bars
- 124 Daily bars
- Decision points
- 21
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 presented a complex trading environment across 124 trading days from mid-November 2021 through mid-May 2022. This period captured significant price volatility as commodity markets reacted to mounting inflation concerns and stagflationary pressures. Participants faced the challenge of navigating a soft commodity market where supply and demand dynamics intersected with broader macroeconomic uncertainty, requiring careful analysis of both market-specific factors and cross-market correlations. The price trajectory demonstrated the volatile nature of commodity trading, with the closing price advancing from 132.35 to 167.05, representing a 26.2% gain. However, this upward movement was punctuated by substantial pullbacks, including an 18.0% maximum drawdown and a notable 10.0% single-day price swing, underscoring the importance of position sizing and risk management when trading volatile commodity futures. The 21 decision points, particularly the 7 critical moments, tested traders' ability to maintain discipline amid shifting momentum and unexpected market moves.
The price journey through this inflationary period revealed how soft commodities can exhibit sharp directional moves even within a longer-term trend. The 26.2% appreciation occurred alongside meaningful volatility, creating both opportunities and traps for those without a clear process. Managing the 18.0% drawdown required psychological resilience, as peak-to-trough declines can challenge conviction even when the fundamental thesis remains valid. The largest single-bar move of 10.0% highlighted the tail risks inherent in commodity trading, where news-driven sentiment shifts can produce outsized daily ranges that test stop-loss discipline and position management.
This replay trains decision-makers to confront core challenges: building conviction during drawdowns, sizing positions to survive volatility spikes, and recognizing when market structure shifts demand strategy adjustments. The 7 critical decision points specifically simulate high-pressure moments where either premature exits or overconfident additions could dramatically alter outcomes. Success here depends not on predicting the next bar but on maintaining a repeatable process that accounts for risk, probability, and emotional control under uncertainty.
Featured in the archive