Cocoa Historical Replay: 2012-07 to 2013-01
Step into a 118-day cocoa market replay from July 2012 to January 2013, where a 19.3% drawdown tested every trader's nerve. You move day by day through authentic volatility, face 21 decision points including 7 critical ones, and receive AI coach feedback on each simulated choice.
118 daily bars · 21 decision points · 2012-07 to 2013-01 · Commodities
Key facts
This window spans 173 days with a peak-to-trough drawdown of 19.3% and a 23.0% run-up.
- Max drawdown
- −19.3%
- Max run-up
- +23.0%
- Duration
- 173 days
- Largest single-day move
- +4.3%
- Bars
- 118 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 scene drops you into the cocoa market from July 25, 2012 to January 14, 2013, a 118-day window when European debt concerns cast a long shadow over commodities. You face authentic daily data from the 2010s, navigating a market buffeted by policy uncertainty and demand questions. With 21 decision points looming—including 7 critical ones—positioning and timing were everything in this volatile stretch.
Cocoa opened the period at 2230 and closed at 2267, delivering a mere 1.7% net return. The real story, however, was the journey: a maximum drawdown of 19.3% tested portfolios hard, and the largest single-bar move of 4.3% could erase or build a day's work in moments. Participants who survived did so not by predicting direction but by managing exposure through the turbulence.
This replay teaches that process beats prediction in uncertain markets. A 19.3% drawdown is a crucible for discipline—position sizing, stop logic, and emotional control separate learning from loss. The 4.3% intraday spikes remind us that volatility is the cost of participation. Seven critical decisions forced binary choices under pressure, training the psychological resilience that separates durable traders from those who crack under sustained stress.
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