Cocoa Historical Replay: 2013-06 to 2013-09
Replay 72 daily bars of cocoa from June to September 2013, when the soft commodity climbed 14.6% from 2246 to 2573. Step through each session, weigh 13 decision points including 5 critical moments, and receive an AI coach review in this simulated educational scenario.
72 daily bars · 13 decision points · 2013-06 to 2013-09 · Commodities
Key facts
This window spans 103 days with a peak-to-trough drawdown of 4.0% and a 21.5% run-up.
- Max drawdown
- −4.0%
- Max run-up
- +21.5%
- Duration
- 103 days
- Largest single-day move
- +3.3%
- Bars
- 72 Daily bars
- Decision points
- 13
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 summer of 2013 found cocoa navigating one of its most complex policy-driven environments in recent memory. With the Federal Reserve signaling a potential pullback from monetary stimulus, soft commodities faced sustained uncertainty that tested every trader's conviction. This 72-session replay from mid-June through late September captures the market at a crossroads, where monetary policy expectations collided with seasonal supply dynamics to create a textbook case study in commodity volatility management. The scenario unfolds across the 2010s decade, offering a historically grounded context for understanding how policy uncertainty reshapes risk calculations in agricultural markets.
What unfolded over these 72 daily bars was a 14.6% ascent from 2246 to 2573, a move that masked considerable intra-period turbulence. The market experienced a maximum drawdown of 4.0% at various points, while the largest single-bar move of 3.3% served as a reminder that directional conviction can reverse violently when policy signals shift. Thirteen decision points dot this replay, with five designated as critical moments where positioning choices carried amplified consequences. The scenario forces participants to navigate not just price action, but the psychological weight of uncertainty surrounding Federal Reserve communications and their downstream effects on commodity valuations.
For decision training, this replay excels at illustrating the gap between directional bias and risk-adjusted positioning. The modest maximum drawdown of 4.0% suggests that even correct directional calls can destroy value if position sizing ignores policy-driven volatility spikes. The 3.3% single-bar episodes teach humility about overnight risk, while the thirteen decision points provide repeated opportunities to practice calibrating conviction against uncertain catalysts. Participants learn that in policy-sensitive markets, process discipline often matters more than directional accuracy, and that survival through volatility is a prerequisite for capturing trend moves.
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