Corn Historical Replay: 2006-11 to 2007-05
Replay 122 daily bars of US corn futures from November 2006 through May 2007, navigating a 20.4% drawdown that tested even experienced grain traders. You step through each session, make your own calls at 21 decision points, and receive an AI coach review of how your simulated decisions held up.
122 daily bars · 21 decision points · 2006-11 to 2007-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 20.4% and a 23.6% run-up.
- Max drawdown
- −20.4%
- Max run-up
- +23.6%
- Duration
- 179 days
- Largest single-day move
- +5.3%
- 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 replay covers US corn futures over 122 trading days from November 2006 through May 2007, a period when global grain markets were shifting under the pressure of rising energy costs and shifting agricultural policies. Players step into a market environment where commodity shocks were reshaping the grains complex, with every session demanding a considered response. The stakes are clear: navigate a historically significant stretch of daily bars while managing exposure through 21 decision points, seven of them flagged as critical moments where directional conviction matters most.
What unfolded over those five months was a modest net gain of 1.8% in closing price, from 351.5 to 358, but that headline number conceals a turbulent journey. The market endured a maximum drawdown of 20.4%, a test of capital preservation instincts, while the largest single session move reached 5.3%, reflecting the kind of intraday volatility that separates disciplined traders from reactive ones. Participants who maintained positions through the full span experienced the full range of this commodity shock environment, confronting both the illusion of stability and the reality of sharp reversals.
The scenario serves as a focused laboratory for decision training, emphasizing process over outcome. The 20.4% drawdown forces participants to confront risk management in real time, while the 5.3% single-bar spikes demand psychological resilience and adherence to predefined rules. With seven critical decision points embedded in the replay, traders must practice conviction without certainty, learning that survival through a commodity shock depends less on predicting direction and more on maintaining discipline when the market challenges your assumptions.
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