Coffee Historical Replay: 2012-05 to 2012-08
Coffee futures swung through 62 turbulent daily bars from May to August 2012, carving out a 16.5% maximum drawdown under commodity-shock pressure. Replay the days one by one, face four critical decision points, and receive an AI coach review through simulated educational trading.
62 daily bars · 11 decision points · 2012-05 to 2012-08 · Commodities
Key facts
This window spans 89 days with a peak-to-trough drawdown of 16.5% and a 26.1% run-up.
- Max drawdown
- −16.5%
- Max run-up
- +26.1%
- Duration
- 89 days
- Largest single-day move
- −5.2%
- Bars
- 62 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
Coffee futures in the US soft commodity market faced a commodity-shock event spanning 2012-05-09 to 2012-08-06, compressing 62 daily bars into a study of turbulence management. The 2010s era setting captures a period where weather disruptions and supply concerns can strike without warning, forcing traders to operate under sustained uncertainty. This replay places you inside a market where the stakes included navigating a 16.5% maximum drawdown while preserving capital for the eventual recovery.
The closing price moved from 175.15 to 175.5, a mere 0.2% net change over the full period. Yet this deceptively flat outcome concealed violent internal price action: a largest single-bar move of 5.2% tested stop-loss discipline repeatedly, while the 16.5% drawdown demanded emotional composure through extended adverse runs. Eleven decision points punctuated the journey, with four marked as critical junctions where directional conviction and risk sizing determined whether traders survived the shakeout or capitulated prematurely.
This scenario sharpens decision training by demanding that process override outcome. When a 5.2% single-day swing arrives, the reflexive response is often exit-at-any-cost; the disciplined response requires pre-defined rules executed under pressure. The psychology of watching 16.5% of equity erode while the closing price barely budges separates traders who survive volatility from those who become its victims. Study the critical points, replay the decisions, and let the gap between action and outcome reveal where your edge truly lies.