Live Cattle Historical Replay: 2017-11 to 2018-05
Replay 122 daily bars from Nov 2017 to May 2018 as live cattle climbed from 417.75 to 501.75, a 20.1% move shaped by inflation and volatility. Step through each session, tackle 21 decision points with 7 critical turns, and receive an AI coach review. Simulated capital only, purely educational.
122 daily bars · 21 decision points · 2017-11 to 2018-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 13.6% and a 39.0% run-up.
- Max drawdown
- −13.6%
- Max run-up
- +39.0%
- Duration
- 177 days
- Largest single-day move
- −5.9%
- 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.
Event Replay
What happened — and what it teaches
The 2017-11 to 2018-05 period in US commodities presented live cattle as a compelling case study in inflation-driven markets. Over those months, live cattle prices climbed from 417.75 to 501.75—a 20.1% move across 122 daily bars that tested traders' ability to navigate a complex macroeconomic backdrop. This replay, featuring 21 decision points and 7 critical turns, challenges participants to make choices amid volatility spikes and a maximum drawdown of 13.6%, with single sessions swinging as much as 5.9%.
The authentic dataset captures the tension between inflationary pressures and commodity dynamics during this stretch of the 2010s. Prices moved with conviction yet exhibited episodic turbulence, creating scenarios where patience and conviction were required to stay aligned with the trend. The largest single-bar move of 5.9% during this span serves as a reminder that commodities can produce sudden dislocations that challenge even disciplined approaches. Each of the 21 decision points replicates a moment where traders had to assess whether to add, reduce, or hold positions based on evolving market conditions.
This educational replay emphasizes process over prediction, asking participants to build frameworks for managing risk when the path is nonlinear. The 13.6% maximum drawdown encountered during the period demonstrates that even successful trends involve periods of unrealized loss that test conviction. Traders can use this scenario to practice position sizing, stop discipline, and emotional regulation without real capital at stake. By stepping through each session and confronting the same information available at the time, participants develop habits that prepare them for comparable conditions in actual markets.