Wheat Historical Replay: 2017-11 to 2018-05
Replay 122 daily bars of wheat from November 2017 through May 2018, when prices climbed from 420 to 489.5. Walk through 21 decision points, including 7 critical moments, with an AI coach reviewing your simulated choices in this educational historical scenario.
122 daily bars · 21 decision points · 2017-11 to 2018-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 11.9% and a 39.6% run-up.
- Max drawdown
- −11.9%
- Max run-up
- +39.6%
- Duration
- 177 days
- Largest single-day move
- +5.9%
- 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
Wheat futures in the late 2010s presented traders with a textbook study in commodity momentum. Between November 2017 and May 2018, the grain market moved through a period when the US dollar showed signs of weakness while broader commodity markets firmed. This 122-bar daily replay spans 6 months of authentic historical price action, placing participants in decision scenarios where inflation dynamics and currency shifts were reshaping agricultural markets. The context was one of uncertainty: would the dollar downtrend sustain commodity strength, or would seasonal supply factors intervene?
The price trajectory from 420 to 489.5 represented a 16.5% advance over the 2017-11-15 to 2018-05-11 window. However, the journey was far from smooth. The maximum drawdown of 11.9% tested any thesis-holder's resolve, while the largest single-bar move of 5.9% demonstrated how quickly sentiment could shift in either direction. Across 21 decision points, including 7 the platform flagged as critical, traders had to repeatedly reassess exposure as the market carved its irregular path higher.
This replay is most valuable for what it reveals about decision-making under volatility. The lesson is not that the 16.5% gain was inevitable but that navigating it required disciplined position management. Participants confront the temptation to exit after sharp pullbacks and the challenge of staying engaged when each bar could bring a 5.9% swing. The 2010s grain market becomes a training ground for separating signal from noise, managing risk through uncertainty, and maintaining process over outcome in an educational context where only simulated capital is at stake.