Coffee Historical Replay: 2009-04 to 2009-07
Replay 68 turbulent daily bars of the 2009 coffee market, where prices fell 1.3% from 114.5 to 113 amid a 20.6% drawdown. Make your own decisions at 12 historical points, including 4 critical ones, and receive an AI coach review of your simulated choices.
68 daily bars · 12 decision points · 2009-04 to 2009-07 · Commodities
Key facts
This window spans 98 days with a peak-to-trough drawdown of 20.6% and a 27.4% run-up.
- Max drawdown
- −20.6%
- Max run-up
- +27.4%
- Duration
- 98 days
- Largest single-day move
- −6.3%
- 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 spring of 2009, the coffee market entered a turbulent period that tested the resolve of every participant. Over 68 trading days spanning April to early July, prices moved within a landscape shaped by global economic uncertainty and shifting commodity flows. This stretch of the 2000s represented a period where soft commodities faced crosscurrents from demand signals and macroeconomic sentiment alike. The stakes were clear: navigate volatility without succumbing to the emotional traps that catch unprepared traders.
The headline numbers reveal a deceptively modest outcome. Coffee prices fell 1.3% from 114.5 to 113, yet this aggregate figure masks the journey. A maximum drawdown of 20.6% meant that peak-to-trough losses were severe, while the largest single-bar move of 6.3% demonstrated that sharp reversals were common. Twelve decision points punctuated this period, with four emerging as critical junctures where directional conviction mattered most.
This replay teaches that survival in volatile markets demands disciplined process over outcome prediction. The 20.6% drawdown reminds us that losing streaks are inevitable; what separates skilled practitioners is how they manage risk during those stretches. The 6.3% single-bar volatility underscores the importance of position sizing and emotional composure when markets move suddenly. Twelve decision points offer ample opportunity to practice the psychological discipline of sticking to a plan even when short-term results disappoint, turning historical scenarios into genuine skill-building exercises.
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