Live Cattle Historical Replay: 2021-11 to 2022-05
Replay 124 daily bars of live cattle from November 2021 to May 2022, when the commodity surged 52.6% from 820.75 to 1252.75. You navigate 21 decision points across 7 critical days, face an 18.2% drawdown, and receive an AI coach review of every choice in this simulated market.
124 daily bars · 21 decision points · 2021-11 to 2022-05 · Commodities
Key facts
This window spans 178 days with a peak-to-trough drawdown of 18.2% and a 68.3% run-up.
- Max drawdown
- −18.2%
- Max run-up
- +68.3%
- Duration
- 178 days
- Largest single-day move
- −7.9%
- 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
The live cattle futures market entered a transformative period as 2021 gave way to 2022. With inflation concerns dominating commodity discourse, cattle prices faced pressure from multiple directions: rising feed costs, tightening supplies, and shifting global demand. This 124-bar replay window captures the opening chapter of what became a substantial bullish cycle, placing traders at the intersection of macroeconomic uncertainty and agricultural fundamentals.
Between November 16, 2021 and May 13, 2022, live cattle surged from 820.75 to 1252.75, delivering a 52.6% return over approximately six months. Yet this trajectory was anything but linear. Participants navigated 21 decision points across 7 critical sessions, confronting an 18.2% maximum drawdown along the way. The largest single session moved 7.9%, underscoring the volatility inherent in commodity trading during inflationary regimes.
This replay hones decision-making under conditions where fundamentals and sentiment pull in different directions. Managing positions through an 18.2% pullout demands disciplined risk protocols and emotional composure. The scenario strips away hindsight, forcing participants to weigh evidence as it appeared daily. Successful navigation requires distinguishing between noise and trend signals while maintaining position integrity through uncomfortable drawdowns. It is a laboratory for building the psychological resilience that separates reactive traders from principled operators.
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