Soybean Historical Replay: 2009-02 to 2009-08
Replay the 2009 soybean rally from 955.5 to 1187.25 across 126 daily bars and feel the boom-era volatility firsthand. You walk through each authentic session, face 22 decision points including 8 critical ones, and receive an AI coach review of your simulated choices.
126 daily bars · 22 decision points · 2009-02 to 2009-08 · Commodities
Key facts
This window spans 181 days with a peak-to-trough drawdown of 23.0% and a 49.3% run-up.
- Max drawdown
- −23.0%
- Max run-up
- +49.3%
- Duration
- 181 days
- Largest single-day move
- +6.7%
- Bars
- 126 Daily bars
- Decision points
- 22
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 early 2009, Chinese commodity markets were adjusting to a new reality. The four-trillion-yuan stimulus program was reshaping economic expectations, and soybean futures on Chinese exchanges were entering a period of pronounced volatility. Over the span of six months from February to August, traders faced the challenge of positioning themselves in a market where the fundamental landscape was shifting rapidly and global agricultural dynamics remained uncertain. This was the environment in which the soybean rally would unfold, testing the skills of anyone attempting to navigate its course.
The numbers tell a story of substantial gains tempered by significant turbulence. Across 126 daily bars, soybean prices climbed from 955.5 to 1187.25, a return of 24.3%. Yet this ascent was far from straight. The market experienced a maximum drawdown of 23.0% at various points along the way, and single sessions could produce moves as large as 6.7%. Participants who entered this period faced 22 decision points, with 8 of them deemed critical moments where positioning choices carried heightened consequence. The rally was real, but so were the reversals that tested conviction.
This replay scenario strips away hindsight and forces engagement with each daily bar as it arrived. Participants must confront the psychological pressure of holding through drawdowns, the discipline required to act at critical junctures without the comfort of knowing what comes next, and the process of building a framework that can survive volatility rather than simply celebrating the final outcome. The goal is not to replicate the 24.3% return but to understand the decisions that made such outcomes possible or impossible in real time.
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