Coffee Historical Replay: 2004-11 to 2005-05
Coffee futures climbed 30.8% from 91.65 to 119.9 between November 2004 and May 2005, with an 18.2% drawdown testing every short. Replay the 122 daily bars, face 21 decision points, and review your choices with the AI coach in a simulated educational environment.
122 daily bars · 21 decision points · 2004-11 to 2005-05 · Commodities
Key facts
This window spans 178 days with a peak-to-trough drawdown of 18.2% and a 57.8% run-up.
- Max drawdown
- −18.2%
- Max run-up
- +57.8%
- Duration
- 178 days
- Largest single-day move
- +6.7%
- 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
In the autumn of 2004, coffee futures stood at the crossroads of macroeconomic forces. With global inflation pressures building and commodity markets volatile, traders faced a pivotal period. The US soft commodities market offered a stark test of conviction versus caution, where each daily bar could shift the fundamental narrative. This historical replay session captures that uncertainty, inviting participants to inhabit the mindset of market participants navigating uncharted territory.
Over the 122 trading days spanning November 2004 to May 2005, coffee climbed 30.8% from 91.65 to 119.9. Yet the trajectory was anything but smooth—an 18.2% drawdown tested every position, while the largest single-bar move of 6.7% demanded disciplined position sizing. The period presented 21 decision points, of which 7 proved critical, punishing reactive trading and rewarding those who maintained strategic perspective through volatility. The market taught that trends rarely move in straight lines.
This replay session distills essential lessons for decision training. Volatile markets demand robust risk protocols; drawdowns are inevitable, and survival requires sizing discipline. Conviction matters, but so does adaptability when evidence shifts. Psychologically, the drawdown phase separates disciplined practitioners from those who capitulate prematurely. By engaging with this historical episode in a simulated environment, participants can review their choices, examine emotional responses, and refine their process without financial consequence.
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