Live Cattle Historical Replay: 2013-06 to 2013-09
Replay 72 daily bars from June 14 to September 25, 2013, when live cattle drifted up only 0.9% yet endured an 8.9% drawdown. Step through each session, tackle 13 decision points including 5 critical ones, and receive an AI coach review of your simulated choices.
72 daily bars · 13 decision points · 2013-06 to 2013-09 · Commodities
Key facts
This window spans 103 days with a peak-to-trough drawdown of 8.9% and a 6.6% run-up.
- Max drawdown
- −8.9%
- Max run-up
- +6.6%
- Duration
- 103 days
- Largest single-day move
- −3.1%
- Bars
- 72 Daily bars
- Decision points
- 13
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 summer of 2013, live cattle futures occupied a quiet corner of the US grains complex, yet policy signals and macroeconomic uncertainty made the space treacherous. From mid-June through late September, traders faced 72 daily bars of a market that seemed directionless on the surface but harbored significant underlying volatility. The challenge was not simply predicting direction but surviving the psychological grind of a market that offered little reward relative to the risk it demanded.
The headline number tells a misleading story: close moved from 711.5 to 718.25, a mere 0.9% gain over roughly three and a half months. Yet this paltry return came wrapped in an 8.9% maximum drawdown, meaning anyone holding through the rough patches watched their position swing dramatically against them. The largest single-bar move of 3.1% could erase or build days of patience in a single session. Across the span, traders encountered 13 decision points, with 5 marked as critical moments where positioning and risk tolerance were truly tested.
This replay teaches that sideways markets with hidden volatility are among the most demanding environments for systematic decision-making. The gap between headline return and actual drawdown exposes how poorly outcome bias matches process evaluation. Trainees must practice sizing positions for resilience through drawdowns that exceed expected ranges, and building psychological protocols for the largest single-bar moves that feel like accidents but are features of the data.
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