Corn Historical Replay: 2014-11 to 2015-05
Replay 122 trading days of corn's slide from 377.5 to 356 (-5.7%), marked by a 14.2% drawdown. Step through each session, face 21 decision points including 7 critical moments, and receive an AI coach review of your simulated choices.
122 daily bars · 21 decision points · 2014-11 to 2015-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 14.2% and a 14.2% run-up.
- Max drawdown
- −14.2%
- Max run-up
- +14.2%
- Duration
- 177 days
- Largest single-day move
- −4.6%
- 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
From late 2014 through spring 2015, corn futures on U.S. exchanges traced a sustained downward trajectory that tested every assumption about holding positions through a grinding slide. The market environment was shaped by ample supply fundamentals, weakening export demand, and shifting sentiment toward agricultural commodities broadly. Participants in this replay faced the core challenge of commodities trading: navigating a directional move without the luxury of knowing its ultimate endpoint.
The replay covers 122 trading days from 2014-11-17 to 2015-05-13, during which corn closed from 377.5 to 356, a decline of -5.7%. The journey was harsher than the endpoint suggests, with a maximum drawdown of 14.2% testing any portfolio holding significant length. A single session move of 4.6% demonstrated that tail-risk events punctuate even orderly trends. Across the period, participants confronted 21 decision points, seven of which the framework flags as critical junctures where positioning decisions carried heightened consequence.
This scenario distills essential lessons in process discipline, risk calibration, and emotional regulation. A -5.7% outcome materializes through dozens of micro-decisions, each requiring consistent application of entry, sizing, and exit logic. The 14.2% drawdown forces honest reckoning with position concentration and stop-loss discipline. Psychology matters profoundly: sustaining conviction through a 4.6% down-day without panic-selling, or conversely without reckless averaging-down, separates disciplined practitioners from reactive ones. The 7 critical moments serve as concentrated training grounds for these skills.