Cotton Historical Replay: 2010-11 to 2011-05
Cotton surged 32.9% into a peak, then crashed through May 2011 in one of soft commodities' wildest reversals. Replay the 124 daily bars on FinFable, face 7 critical decision points, and receive an AI coach review of your simulated trading choices.
124 daily bars · 21 decision points · 2010-11 to 2011-05 · Commodities
Key facts
This window spans 178 days with a peak-to-trough drawdown of 32.9% and a 90.2% run-up.
- Max drawdown
- −32.9%
- Max run-up
- +90.2%
- Duration
- 178 days
- Largest single-day move
- −7.2%
- 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 replay covers the US cotton futures market over the data span from 2010-11-16 to 2011-05-13, encompassing 124 daily bars during the early 2010s decade. Cotton had been grinding higher as supply constraints and global demand pulled prices upward. This historical episode captures what was at stake: navigating a commodity caught between tightening fundamentals and an eventual reversal that would shock participants.
The closing price moved from 133.75 to 145.15, delivering an 8.5% net gain over the full period. But this modest headline return masks the violent journey between those endpoints. Prices surged 32.9% into the peak before collapsing, with the largest single-bar move reaching 7.2%, creating a max drawdown that tested even seasoned traders' conviction.
For decision training, the scenario presents 21 decision points, of which 7 are critical. Participants must grapple with when to add risk during a trending move, how to manage exposure when volatility spikes, and whether to trust the trend or honor risk limits when a reversal takes hold. This replay sharpens the ability to separate process from outcome and maintain discipline when the market delivers extreme swings.