Live Cattle Historical Replay: 2018-06 to 2018-09
Replay 68 turbulent daily bars in live cattle from June to September 2018, when prices climbed 6.8% and a single session swung 7.0%. Step through each authentic trading day, face 12 decision points, and receive an AI coach review in a simulated educational environment.
68 daily bars · 12 decision points · 2018-06 to 2018-09 · Commodities
Key facts
This window spans 97 days with a peak-to-trough drawdown of 18.5% and a 30.4% run-up.
- Max drawdown
- −18.5%
- Max run-up
- +30.4%
- Duration
- 97 days
- Largest single-day move
- +7.0%
- Bars
- 68 Daily bars
- Decision points
- 12
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 entered a turbulent phase from June to September 2018, spanning 68 authentic daily bars. The period presented traders with a complex commodities environment where supply dynamics, seasonal demand shifts, and macro pressures converged. Twelve decision points were embedded throughout the replay, four of them critical junctures where directional conviction and risk management were tested simultaneously. Participants faced the challenge of navigating a market that offered no clear trending narrative but demanded active position stewardship.
Price action unfolded from 488.75 to 522 by late September, delivering a modest 6.8% net gain over the full span. Beneath that headline figure lay a wilder reality: the maximum drawdown reached 18.5%, meaning peak-to-trough losses far exceeded the eventual outcome. The largest single-bar move registered 7.0%, a intraday shock that could have rattled stop-loss discipline or triggered emotional overrides. The combination of choppy compression and sharp spikes created an environment where simply holding a position required nerves as much as analysis.
This replay sharpens decision training by exposing three core tensions. First, process discipline confronts the temptation to abandon a thesis when drawdowns mount toward extreme readings. Second, risk calibration becomes visceral when a 7.0% single-session swing threatens portfolio integrity. Third, psychological resilience is tested at the four critical nodes, where pre-commitment to rules matters more than reacting to real-time price noise. Engaging with this scenario builds the habit of sizing positions and defining exits before volatility rather than during it.