Coffee Historical Replay: 2008-08 to 2008-11
Replay coffee's brutal 2008 stretch as 68 daily bars delivered a 25.1% max drawdown and a shocking 6.2% single-bar plunge. Step into 12 decision points, defend your reasoning bar by bar, and receive an AI coach review, all simulated for education.
68 daily bars · 12 decision points · 2008-08 to 2008-11 · Commodities
Key facts
This window spans 94 days with a peak-to-trough drawdown of 25.1% and a 8.8% run-up.
- Max drawdown
- −25.1%
- Max run-up
- +8.8%
- Duration
- 94 days
- Largest single-day move
- −6.2%
- Bars
- 68 Daily bars
- Decision points
- 12
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 late summer of 2008, the global financial system was unraveling, and commodity markets were caught in the crossfire. Coffee, typically treated as a diversification play, faced sudden capital redemptions as leveraged investors liquidated across all positions. This replay spans 68 daily bars from August 19 to November 21, 2008, plunging traders into a period when the 2000s decade was delivering its harshest lesson in systemic risk.
The closing price retreated from 136.2 to 108.95, a decline of -20.0% that unfolded within months. The maximum drawdown of 25.1% meant anyone who entered near local highs endured weeks of mounting losses. The largest single-bar move of 6.2% captured moments when panic replaced rational pricing, delivering sharp intraday shocks that stop orders could not cushion. Twelve decision points, four deemed critical, structured the scenario around exit timing, position scaling, and news reaction.
The scenario trains traders to act when drawdowns exceed expectations and market correlation spikes. The 2008 coffee collapse demonstrates that diversification benefits can evaporate during liquidity crises, requiring pre-trade risk budgets and emotional protocols. Facing 25.1% drawdowns in simulation builds the psychological resilience and position discipline needed when real markets deliver comparable pain.