Orange Juice Historical Replay: 2023-11 to 2024-05
Replay 122 daily bars of orange juice from November 2023 to May 2024, a stretch that absorbed a 31.7% drawdown and a 7.0% single-bar shock. You step through each session, face 21 decision points with 7 critical calls, and receive an AI coach review, simulated for learning only.
122 daily bars · 21 decision points · 2023-11 to 2024-05 · Commodities
Key facts
This window spans 176 days with a peak-to-trough drawdown of 31.7% and a 40.1% run-up.
- Max drawdown
- −31.7%
- Max run-up
- +40.1%
- Duration
- 176 days
- Largest single-day move
- +7.0%
- Bars
- 122 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 entered the final months of 2023 carrying the weight of weather uncertainty and supply concerns that had long defined soft commodity trading. From November 16, 2023 through May 10, 2024, participants faced 122 daily bars across a market where a single weather report or inventory surprise could shift sentiment in hours. The stakes were clear: navigate a commodity notorious for sudden spikes and prolonged drawdowns while managing risk across a period that would test even seasoned softs traders.
What unfolded over those five months defied simple characterization. The market absorbed a 31.7% maximum drawdown and witnessed a 7.0% single-bar shock that could have destabilized any ill-prepared position. Yet despite these violent swings, the final close of 407.1 compared to an opening near 408 reflected a net decline of just -0.2%. This flat outcome arrived only after participants survived 21 decision points, with 7 critical junctures demanding the sharpest judgment. The journey proved far more treacherous than the destination.
This replay illuminates why process matters more than outcome in volatile markets. A 31.7% drawdown tests every element of risk management and emotional discipline; a 7.0% intrabar spike demands pre-defined rules rather than reactive improvisation. Participants who survived the full 122 bars with their decision-making framework intact learned that navigating extreme commodity volatility requires both the psychological resilience to endure drawdowns and the systematic discipline to act decisively at critical inflection points.
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