Live Cattle Historical Replay: 2015-11 to 2016-05
Replay 122 daily bars from the 2015-11 to 2016-05 live cattle window, when prices fell 5.3% and a 12.5% drawdown unfolded. Make decisions across 21 historical decision points with simulated capital and receive an AI coach review of your reasoning.
122 daily bars · 21 decision points · 2015-11 to 2016-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 12.5% and a 12.7% run-up.
- Max drawdown
- −12.5%
- Max run-up
- +12.7%
- Duration
- 177 days
- Largest single-day move
- −5.5%
- 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.
Related scenarios
- Corn Historical Replay: 2015-11 to 2016-052015 · Lv.2
- Soybean Historical Replay: 2015-11 to 2016-052015 · Lv.3
- Soybean Meal Historical Replay: 2015-11 to 2016-052015 · Lv.3
- Wheat Historical Replay: 2015-11 to 2016-052015 · Lv.2
- Corn Historical Replay: 2016-11 to 2017-052016 · Lv.2
- Live Cattle Historical Replay: 2016-11 to 2017-052016 · Lv.3
Event Replay
What happened — and what it teaches
The US live cattle futures market entered a challenging period in late 2015. From November 17, 2015 to May 12, 2016, traders faced 122 daily bars of historical price action across a market experiencing significant headwinds. This window captured a sustained downtrend that tested both directional conviction and risk discipline, with 21 decision points scattered across the period—7 of which represented critical inflection moments where positioning choices could materially alter outcomes.
What unfolded was a grinding decline: prices fell from 463.25 to 438.75, a total move of -5.3%. The headline figure obscures the turbulence beneath. The maximum drawdown reached 12.5%, meaning any committed long position would have faced substantial unrealized losses at the worst point. Volatility intrabar was equally punishing, with the largest single-bar move hitting 5.5%—the kind of spike that can trigger stop-losses or test conviction in equal measure.
For decision training, this replay teaches the difference between prediction and process. A -5.3% outcome seems modest, but surviving a 12.5% drawdown to achieve it is where skill separates from luck. Participants must practice sizing positions that tolerate volatility without forcing early exits, and they must confront the psychological challenge of holding through drawdowns that exceed initial expectations. The 7 critical decision points become laboratories for rehearsing discipline when the market does not cooperate.
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