Sugar Historical Replay: 2004-11 to 2005-05
Replay the 2004-11 to 2005-05 sugar market across 122 daily bars, including a 13.1% max drawdown and a 7.6% single-day swing. You step through each session, face 21 decision points, and receive an AI coach review on simulated decisions only.
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 13.1% and a 9.7% run-up.
- Max drawdown
- −13.1%
- Max run-up
- +9.7%
- Duration
- 178 days
- Largest single-day move
- +7.6%
- 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, the raw sugar market entered a complex phase shaped by shifting inflation expectations and commodity market dynamics. This replay spans 122 daily bars from November 15, 2004 to May 12, 2005, placing traders in the 2000s soft commodities landscape where supply-demand balances and macroeconomic forces competed for influence. The scenario captures a period when sugar prices struggled to find direction amid evolving inflation concerns, creating a demanding environment for position management.
Over the course of the data span, sugar prices closed the period at 8.26, down from 8.69 at the start, representing a net decline of -4.9%. The journey was far from smooth—participants endured a maximum drawdown of 13.1% from peak to trough, while facing a largest single-bar move of 7.6% that tested risk protocols. This combination of modest directional loss and significant intraday volatility created an environment where both trend-followers and mean-reversion approaches faced stern tests.
The scenario presents traders with 21 decision points, of which 7 are critical junctures that demand disciplined risk management and emotional composure. Participants learn to navigate sudden volatility spikes without abandoning sound process, and to avoid the trap of doubling down on losing positions. The experience sharpens skills in scenario planning, drawdown tolerance, and maintaining conviction through periods when prices move against expectations—all essential competencies for surviving unpredictable markets.
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