Orange Juice Historical Replay: 2024-11 to 2025-05
Orange juice futures plunged -49.2% between November 2024 and May 2025, slicing through a 61.3% drawdown with daily swings topping 10.7%. Walk through 122 real market days, tackle 21 decision points alongside an AI coach, and experience this historical commodity storm in pure simulation.
122 daily bars · 21 decision points · 2024-11 to 2025-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 61.3% and a 50.3% run-up.
- Max drawdown
- −61.3%
- Max run-up
- +50.3%
- Duration
- 179 days
- Largest single-day move
- +10.7%
- 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
In late 2024, orange juice futures occupied a precarious position in the soft commodities complex. With global supply chains still adjusting post-pandemic and weather patterns increasingly erratic, the market faced mounting uncertainty. Over the following six months, participants would navigate one of the most violent drawdowns in recent commodity history, testing both their analytical frameworks and emotional discipline.
The numbers tell a stark story: from November 15, 2024 to May 13, 2025, OJ futures collapsed from 480.25 to 243.8, a -49.2% decline. The journey was even harsher than the endpoint suggests, with peak-to-trough drawdown reaching 61.3%. Volatility was extreme—single sessions swung more than 10.7%—while traders faced 21 decision points across 122 trading days, 7 of which proved critical inflection moments.
This scenario distills essential lessons in risk management and psychological resilience. The 61.3% drawdown teaches that position sizing must account for tail risk even in seemingly stable markets. The 10.7% daily swings demonstrate why stop-loss discipline matters more than directional conviction. The compressed timeframe forces participants to confront the emotional weight of sustained losses—a humbling reminder that the hardest trade to hold is the one that keeps moving against you.
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