Coffee Historical Replay: 2010-11 to 2011-02
Coffee prices climbed 34.4% across 58 trading days ending February 2011, with calm 4.1% drawdowns masking policy-driven volatility. Replay this historical session day-by-day, confront 4 critical decision points, and receive an AI coach review, all in a simulated educational environment.
58 daily bars · 11 decision points · 2010-11 to 2011-02 · Commodities
Key facts
This window spans 84 days with a peak-to-trough drawdown of 4.1% and a 35.2% run-up.
- Max drawdown
- −4.1%
- Max run-up
- +35.2%
- Duration
- 84 days
- Largest single-day move
- +4.2%
- Bars
- 58 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
In late 2010, coffee—a soft commodity sensitive to monetary policy and supply dynamics—entered a period defined by post-crisis stimulus measures. The four-month window from November 26, 2010 to February 18, 2011 placed traders inside a market where central bank decisions rippled through commodity valuations. With 11 decision points scattered across this span, participants faced a scenario where calm market surfaces could conceal sudden shifts driven by policy signals.
Coffee rose from 202.15 to 271.65, delivering a 34.4% gain over 58 trading days. This ascent was not monotonic; the largest single-bar move reached 4.2%, while the maximum drawdown remained a modest 4.1%. The 4 critical decision points during this replay tested whether participants could recognize when seemingly quiet conditions were about to break, and whether they would adjust positions in response to policy-driven catalysts rather than lagging price data.
This historical session sharpens decision-making by exposing the gap between surface stability and underlying volatility. Traders learn that maximum drawdown alone does not capture intraday shock risk, and that policy-driven markets demand anticipation rather than reaction. The four critical junctures train participants to question consensus positioning, manage position size against unexpected single-bar gaps, and maintain psychological composure when the market accelerates without warning. Such skills transfer directly to modern markets where macro forces continuously reshape commodity landscapes.