Silver Historical Replay: 2009-04 to 2009-07
Replay 68 daily bars of silver's volatile stretch from April 1, 2009, when a 19.4% drawdown tested every trader. You step through each session, make decisions at 12 forks, and receive an AI coach review, simulated capital only.
68 daily bars · 12 decision points · 2009-04 to 2009-07 · Commodities
Key facts
This window spans 98 days with a peak-to-trough drawdown of 19.4% and a 35.3% run-up.
- Max drawdown
- −19.4%
- Max run-up
- +35.3%
- Duration
- 98 days
- Largest single-day move
- −5.7%
- 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
In spring 2009, the commodities market was navigating the aftermath of the previous year's financial upheaval. Silver had become a focal point for traders as risk assets staged a broad rebound, yet the metal's notorious volatility made it a demanding arena. This replay spans 68 daily bars from April 1, 2009 to July 8, 2009, placing participants directly into a period where a steep drawdown would test every trader's approach and emotional discipline. The stakes were clear: survive the turbulence while learning to make sound decisions under pressure.
The closing price shifted from 12.97 to 12.84 over these 68 sessions, a net change of just -1.0%. That modest headline figure conceals a far more turbulent journey. The market carved through a maximum drawdown of 19.4%, and individual sessions saw moves as large as 5.7% in a single day. Traders faced 12 decision points across the span, with 4 designated as critical junctures where directional calls carried amplified consequences. The disparity between the flat net result and the violent intermediate swings captures what made this era so educationally valuable.
This scenario distills lessons in process, risk calibration, and emotional control. A 19.4% drawdown forces honest assessment of position sizing and pain thresholds. Large single-bar swings demand that decisions rest on pre-defined rules rather than reactive impulses. Working through 12 decision points, including 4 critical forks, trains the habit of reviewing each choice systematically. The 2000s vintage of this data reminds us that volatility regimes come and go, but the disciplines required to navigate them remain timeless for anyone studying market behavior.
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