Soybean Historical Replay: 2018-05 to 2018-08
Replay 62 trading days from May 9 to August 6, 2018, when soybean prices plunged 12.9% through a historic 21.8% drawdown. Step through each session, tackle 11 decision points, and receive an AI coach review in a fully simulated educational environment.
62 daily bars · 11 decision points · 2018-05 to 2018-08 · Commodities
Key facts
This window spans 89 days with a peak-to-trough drawdown of 21.8% and a 11.0% run-up.
- Max drawdown
- −21.8%
- Max run-up
- +11.0%
- Duration
- 89 days
- Largest single-day move
- +4.6%
- Bars
- 62 Daily bars
- Decision points
- 11
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 the spring of 2018, geopolitical risk reshaped agricultural markets as trade tensions between the United States and China escalated into a full-blown dispute. Soybeans had become a focal point, with China a dominant buyer of American exports. The stakes extended beyond price movements: farmers, traders, and policymakers watched every development closely as the market faced unprecedented uncertainty. This replay places you in the trading pit during those volatile months, confronting each session as it unfolded.
From May 9 to August 6, 2018, soybean futures fell from 1007.25 to 877.25, a decline of 12.9%. Yet the full story was harsher: the market endured a maximum drawdown of 21.8% before finding any stability. The largest single session moved 4.6%, illustrating how quickly positions could turn against traders. Across 62 daily bars, 11 decision points emerged, with 4 marked as critical moments where positioning and risk management were severely tested. Navigating this environment required discipline far beyond passive holding.
This period is a masterclass in managing tail risk and emotional discipline. The 21.8% drawdown demonstrates how quickly paper losses can compound without strict position sizing. The 4.6% single-bar swings highlight the danger of overconfidence after volatile moves. For traders, the lesson is clear: in environments driven by geopolitical headlines, process must replace prediction. Protecting capital through the deepest drawdowns is what separates disciplined participants from those who are forced to exit at the worst moments.