Live Cattle Historical Replay: 2004-11 to 2005-05
Replay 124 daily bars of live cattle from November 2004 to May 2005, navigating a 16.4% max drawdown. You step through authentic market days, make your own calls at 21 decision points, then receive an AI coach review of your reasoning—simulated capital, educational use only.
124 daily bars · 21 decision points · 2004-11 to 2005-05 · Commodities
Key facts
This window spans 178 days with a peak-to-trough drawdown of 16.4% and a 17.0% run-up.
- Max drawdown
- −16.4%
- Max run-up
- +17.0%
- Duration
- 178 days
- Largest single-day move
- +5.3%
- Bars
- 124 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
Live cattle futures in late 2004 found themselves caught in the crosscurrents of a broader commodity rally that had swept through agricultural markets during the 2000s. The period from November 2004 to May 2005 presented traders with a complex inflation backdrop, where input costs, weather uncertainty, and shifting demand signals created an environment demanding both discipline and flexibility. This 124-day replay captures the full arc of that experience, testing whether participants could read evolving market dynamics correctly or stumble into extended drawdowns.
The price action proved punishing for the unprepared. Starting from 350.25, the contract closed at 346 by May 2005, a seemingly modest -1.2% decline. Yet that flat net result masked severe intermediate turbulence, with a maximum drawdown of 16.4% occurring during the replay window. The largest single-bar move of 5.3% meant that even attentive traders faced sudden dislocations requiring quick judgment. Across 21 decision points—7 of them critical—participants confronted moments where conviction and risk management were simultaneously essential.
This replay excels as a training ground for handling the psychological toll of phantom progress. The lesson is not about predicting direction but about surviving the journey: maintaining position discipline through a 16.4% equity trough, sizing positions to weather 5.3% intraday shocks, and recognizing that a -1.2% net outcome can coexist with months of stressful volatility. Success here depends on process consistency and emotional resilience rather than directional foresight.
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