Coffee Historical Replay: 2008-10 to 2009-01
Replay 62 daily bars of coffee from 2008-10-09 to 2009-01-07, navigating a 14.6% drawdown and a 7.8% single-day crash. Make your own choices at 11 decision points, then receive an AI coach review of how your decisions compared with history.
62 daily bars · 11 decision points · 2008-10 to 2009-01 · Commodities
Key facts
This window spans 90 days with a peak-to-trough drawdown of 14.6% and a 14.3% run-up.
- Max drawdown
- −14.6%
- Max run-up
- +14.3%
- Duration
- 90 days
- Largest single-day move
- +7.8%
- Bars
- 62 Daily bars
- Decision points
- 11
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 autumn of 2008 saw financial markets unraveling at speed unseen since the Great Depression. This scenario drops you into US coffee futures during the four months from October 9, 2008 to January 7, 2009, a period when collapsing Lehman Brothers triggered a cascade of panic across every asset class. With 62 daily bars to navigate and 11 decision points—four marked as critical—you face the task of surviving a crisis that tested even seasoned professionals.
What unfolded over those months was a study in extremes. The contract ultimately closed nearly flat at -0.4%, yet the journey was anything but calm. The maximum drawdown reached 14.6% at its worst, and a single trading day delivered a 7.8% shock to positions. That disconnect between the modest net change and the violent intraperiod swings captures precisely why crisis periods demand different skills than trending markets.
Trading during a systemic shock reveals what classroom theory obscures. This replay trains your process: defining entry and exit criteria before volatility makes thought difficult. It stresses risk discipline: position sizing that lets you endure a 14.6% drawdown without forced exits. Most of all, it challenges your psychology—can you avoid panic selling at 7.8% single-day drops when headlines scream collapse? The market's net stillness deceived many; surviving the turbulence was the real test. This scenario builds exactly that capability.