Sugar Historical Replay: 2005-11 to 2006-05
Replay a 124-day sugar boom from late 2005, watching prices climb 46.1% to 17.17. Step through daily bars, tackle 21 decision points, and get AI coach feedback — simulated capital only for educational training.
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 15.6% and a 64.3% run-up.
- Max drawdown
- −15.6%
- Max run-up
- +64.3%
- Duration
- 182 days
- Largest single-day move
- +6.4%
- 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
The scene opens on a commodity market entering a broad boom cycle in late 2005. Softs, and sugar in particular, were riding a wave of global demand growth, favorable currency dynamics and speculative interest. For six months, traders navigating this period faced a market that demanded constant evaluation of position sizing, trend integrity and the psychological discipline to hold through turbulence. The stakes were clear: read the environment wrong and face sharp reversals; read it right and participate in a historic move.
From November 14, 2005 to May 15, 2006, raw sugar futures climbed from 11.75 to 17.17 — a 46.1% gain over 124 daily bars. The journey was anything but straight. A maximum drawdown of 15.6% tested conviction, while the largest single-bar move of 6.4% demanded real-time risk management. Across the replay, traders confronted 21 decision points, including 7 critical junctures where directional calls and capital preservation decisions carried outsized consequences.
This replay sharpens decision training around three core dimensions. Process discipline: following a method through a volatile advance rather than chasing momentum. Risk calibration: sizing positions to survive a 15.6% pullout without being forced out. Psychology: making rational choices at the 7 critical points when emotions — fear of missing out or fear of loss — run highest. Simulated capital lets participants fail safely and build these habits for real market environments.
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