Corn Historical Replay: 2023-06 to 2023-09
Corn plunged 22.7% from 610.25 to 471.5 across 62 daily bars in the 2023-06 to 2023-09 commodity shock window. Users replay the historical session day-by-day, navigate 11 decision points, and receive AI coach review on simulated capital only.
62 daily bars · 11 decision points · 2023-06 to 2023-09 · Commodities
Key facts
This window spans 90 days with a peak-to-trough drawdown of 31.3% and a 12.3% run-up.
- Max drawdown
- −31.3%
- Max run-up
- +12.3%
- Duration
- 90 days
- Largest single-day move
- −16.8%
- 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
The US corn futures market entered a period of profound dislocation from June to September 2023, a window marked by commodity shock dynamics and El Niño-related uncertainty. Across 62 trading sessions, participants faced the challenge of navigating one of the sector's most significant drawdowns in recent memory. The scenario places decision-makers in real-time positions, asking them to respond as information unfolded rather than with hindsight clarity.
The price trajectory proved devastating: corn collapsed from 610.25 to 471.5, a decline of 22.7%. The severity extended beyond the headline number—maximum drawdown reached 31.3%, and volatility manifested in single-session moves of 16.8%. These figures underscore that commodity shocks generate not just sustained directional pressure but acute intraday dislocations that test position sizing and exit discipline.
For decision-training purposes, this replay distills into three core lessons. First, process matters more than prediction: with 11 decision points including 4 critical junctures, the scenario rewards systematic approaches over discretionary guesses. Second, risk calibration is existential: a 31.3% drawdown can breach capital thresholds before prices stabilize. Third, psychological resilience determines survival: the largest single-bar move of 16.8% represents a moment where either panic or composure defined outcomes. Participants learn that in commodity shocks, the difference between managed losses and catastrophic drawdown often rests on pre-commitment to rules rather than reactive decision-making.