Cotton Historical Replay: 2011-07 to 2012-01
Replay 126 daily bars across the 2011-07 to 2012-01 cotton slide, where a 24.9% max drawdown tested even veteran commodity traders. Step through each authentic session, weigh 22 decision points, and receive AI coach feedback on every simulated call.
126 daily bars · 22 decision points · 2011-07 to 2012-01 · Commodities
Key facts
This window spans 182 days with a peak-to-trough drawdown of 24.9% and a 16.8% run-up.
- Max drawdown
- −24.9%
- Max run-up
- +16.8%
- Duration
- 182 days
- Largest single-day move
- −4.7%
- Bars
- 126 Daily bars
- Decision points
- 22
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 summer of 2011, the cotton market faced mounting headwinds as the European debt crisis deepened, spreading distress across global commodity markets. The replay spans 126 daily bars from July 19, 2011 to January 17, 2012, immersing traders in a period when even veteran commodity participants struggled to navigate deteriorating conditions. What was at stake was not merely profit, but the ability to preserve capital and maintain composure when the macro environment turned hostile against soft commodities.
The numbers reveal a deceptively modest headline decline of -3.7% (101.95 to 98.19), yet this figure obscures the turbulence beneath. The maximum drawdown reached 24.9%, a level that would test the conviction of most market participants. A largest single-bar move of 4.7% underscores the volatility that characterized this period. Within the 126 trading days, traders confronted 22 decision points, of which 8 were deemed critical—moments where positioning and risk management decisions carried outsized consequences for outcomes.
This replay serves as a rigorous exercise in decision training under stress. Participants must grapple with imperfect information, volatile price action, and the psychological temptation to abandon disciplined risk management when drawdowns mount. The scenario emphasizes that survival in markets depends not on predicting every move, but on maintaining sound process, sizing risk appropriately, and managing psychology when a 24.9% drawdown challenges one's conviction. Each of the 22 decision points offers a concrete opportunity to practice these skills in an authentic historical context.