Cotton Historical Replay: 2012-06 to 2012-10
Replay 84 daily bars of the 2012 US cotton market from June through October, including a 9.6% drawdown and a single 4.0% swing. Walk through 15 decision points with simulated capital, then receive an AI coach review of your choices.
84 daily bars · 15 decision points · 2012-06 to 2012-10 · Commodities
Key facts
This window spans 119 days with a peak-to-trough drawdown of 9.6% and a 12.7% run-up.
- Max drawdown
- −9.6%
- Max run-up
- +12.7%
- Duration
- 119 days
- Largest single-day move
- +4.0%
- Bars
- 84 Daily bars
- Decision points
- 15
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 US cotton market in mid-2012 presented commodity traders with a complex landscape. Spanning June through October of the 2010s, this 84-daily-bar replay captures a period where soft commodity markets faced crosscurrents from weather uncertainties, global demand shifts, and seasonal supply dynamics. Fifteen decision points awaited participants, with five deemed critical for the trajectory of any simulated position. Understanding the stakes meant appreciating how cotton prices could move sharply on relatively modest news.
The price data reveals a study in contrasts. Starting at 72.16 and closing at 72.42 represented a net change of just 0.4%, yet this masks substantial turbulence beneath the surface. The maximum drawdown reached 9.6%, testing any strategy that entered the period without adequate risk buffers. A single trading day produced a 4.0% swing, underscoring how quickly market sentiment could reverse. For traders managing real capital, these swings meant the difference between staying in the game and being forced out at inopportune moments.
This replay teaches that surviving volatility matters more than capturing every move. The narrow net outcome after 84 bars demonstrates how sideways markets can extract their toll through accumulated drawdowns rather than dramatic crashes. Decision training here centers on building processes flexible enough to adapt across 15 inflection points while maintaining disciplined position sizing. Psychological resilience becomes the differentiator: those who could hold steady through a 9.6% equity decline and not overtrade after a 4.0% single-bar move were best positioned to learn from the period rather than merely endure it.
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