Coffee Historical Replay: 2004-05 to 2004-08
Replay 64 daily bars of the 2004 coffee market, where prices swung with a 23.0% drawdown and a 7.0% single-day move. Step through each trading day, face 11 decision points, and receive AI coach feedback on simulated, educational-only outcomes.
64 daily bars · 11 decision points · 2004-05 to 2004-08 · Commodities
Key facts
This window spans 92 days with a peak-to-trough drawdown of 23.0% and a 25.6% run-up.
- Max drawdown
- −23.0%
- Max run-up
- +25.6%
- Duration
- 92 days
- Largest single-day move
- +7.0%
- Bars
- 64 Daily bars
- Decision points
- 11
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 scene unfolds in the coffee futures market during the summer of 2004, a period of extraordinary volatility in soft commodities. Over 64 daily bars spanning May 6 to August 6, 2004, participants navigate one of the decade's most challenging trading environments. The stakes are considerable: coffee prices are swinging wildly, creating both acute risks and intense decision-making pressure. This replay captures the essence of a period when the coffee market tested the resolve and discipline of every trader who participated in the 2000s era.
Coffee prices opened the period at 69.15 and closed at 67.05, representing a modest net decline of 3.0%. However, this headline figure conceals the turmoil beneath the surface. The market experienced a maximum drawdown of 23.0%, meaning participants who entered at wrong moments faced severe capital erosion. The volatility was punctuated by a single-bar move of 7.0%, the kind of violent daily swing that can quickly overwhelm risk management systems. Across the 64-day span, traders confronted 11 decision points, four of which were critical junctures where positioning and conviction were essential to survival.
This scenario offers a stark lesson in the difference between direction and timing. Net movement was minimal, yet the path was treacherous enough to punish careless risk exposure. The 23.0% drawdown demonstrates how quickly paper losses can accumulate when stop-loss discipline falters. The 7.0% single-day move illustrates why volatility must be respected rather than anticipated. For decision training, the critical value lies in recognizing that surviving a ranging, high-volatility environment requires patience, flexible sizing, and emotional control that pure directional analysis cannot provide.
Featured in the archive