Cocoa Historical Replay: 2010-11 to 2011-05
Replay 122 daily bars of the cocoa market from November 2010 to May 2011, when a 21.8% drawdown tested traders with 21 decision points. You will replay day by day, face 7 critical choices, and receive an AI coach review of your decisions in a simulated, educational environment.
122 daily bars · 21 decision points · 2010-11 to 2011-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 21.8% and a 38.7% run-up.
- Max drawdown
- −21.8%
- Max run-up
- +38.7%
- Duration
- 177 days
- Largest single-day move
- −5.9%
- Bars
- 122 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 cocoa market replay spans November 17, 2010 to May 13, 2011 — a stretch of 122 daily bars that captured the commodity markets at a volatile moment. Cocoa prices began around 2784 as the replay opened, with global supply dynamics and currency pressures creating an uncertain backdrop. The decade backdrop placed this episode in an era of elevated commodity speculation and rapid information flow, setting the stage for a demanding trading environment.
Over the course of the replay, prices ultimately climbed 7.8% to reach 3000 — but the journey was anything but smooth. Traders navigating this market confronted a 21.8% drawdown, with single bars swinging as dramatically as 5.9%. Across 21 decision points, including 7 critical junctures, the simulation tested the ability to maintain discipline when equity curves strained and volatility spiked unexpectedly.
This replay sharpens the ability to distinguish between temporary price noise and genuine trend shifts, to manage exposure when drawdowns test resolve, and to avoid reactive decisions under pressure. The 7 critical points serve as stress-tests for position sizing, stop discipline, and emotional regulation — core competencies for anyone studying high-volatility commodity markets historically.