Coffee Historical Replay: 2005-11 to 2006-05
Replay 124 daily bars of the 2005-11 to 2006-05 coffee boom, navigating a 19.9% drawdown and a 6.1% single-day spike across 7 critical decision points. Decide day-by-day through simulated market replay and receive an AI coach review of every choice you make.
124 daily bars · 21 decision points · 2005-11 to 2006-05 · Commodities
Key facts
This window spans 182 days with a peak-to-trough drawdown of 19.9% and a 37.0% run-up.
- Max drawdown
- −19.9%
- Max run-up
- +37.0%
- Duration
- 182 days
- Largest single-day move
- +6.1%
- 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
Between November 2005 and May 2006, the coffee market entered a pronounced boom phase that tested the resolve of every trader in the market. The replay spans 124 daily bars, capturing a volatile period where soft commodities attracted heightened speculative interest. Participants faced the challenge of navigating a market characterized by sharp reversals and unpredictable momentum, with 21 decision points punctuating the session—seven of them critical junctures that demanded precise entry, exit, and position-sizing choices. The stakes were clear: staying engaged through the turbulence required discipline; stepping aside meant missing potential turning points.
The price trajectory reveals the deceptive nature of this boom. Coffee opened the replay period near 99.85 and closed around 99.6, a net decline of just -0.3%—a seemingly benign outcome that conceals the violence beneath. The maximum drawdown reached 19.9%, meaning a trader holding through the worst stretch would have seen nearly a fifth of their simulated capital erased. Compounding the challenge, the largest single-bar move hit 6.1%, capable of triggering stop-losses or, for those positioned correctly, generating significant intraday gains. The flat net result masked extremes that separated disciplined decision-makers from reactive ones.
This scenario excels as a training ground for three core competencies. First, process over prediction: no one could have confidently forecast the flat outcome from within the chaos, reinforcing why adhering to rules matters more than certainty. Second, drawdown management: enduring a 19.9% trough tests whether a trader's risk parameters can survive realistic volatility. Third, psychological resilience: a 6.1% single-day spike can tempt overtrading or abandonment of strategy, making emotional discipline the ultimate differentiator. Completing this replay without abandoning one's plan—regardless of the simulated outcome—represents the true measure of progress.
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