Coffee Historical Replay: 2013-06 to 2013-09
Replay 72 days of the 2013 coffee market as it fell 4.1% from 122.25 to 117.25. You step through each daily bar, confront 13 decision points including 5 critical ones, and receive an AI coach review, simulated for training only.
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 12.9% and a 8.4% run-up.
- Max drawdown
- −12.9%
- Max run-up
- +8.4%
- Duration
- 103 days
- Largest single-day move
- −4.2%
- 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
In the summer of 2013, the coffee market navigated treacherous waters as the Federal Reserve began signaling a wind-down of its stimulus program, sending shockwaves through commodity markets. This 72-day replay, spanning June 14 to September 25, 2013, places traders directly into the daily price action of a market under pressure. Participants confront the challenge of managing positions in an environment where monetary policy shifts could reverse sentiment overnight.
The scenario captures a -4.1% decline from 122.25 to 117.25, yet the headline number obscures the true test: a maximum drawdown of 12.9% tested portfolio endurance, while the largest single-day move of 4.2% demanded decisive action. The market presented 13 decision points across the period, with 5 critical junctures that could have dramatically altered outcomes. This wasn't a straight-line descent but a volatile grind lower, punishing those without disciplined risk management.
For decision training, this replay exposes the gap between theoretical knowledge and real-time execution under stress. Participants learn that surviving a 12.9% drawdown requires more than directional conviction—it demands position sizing, stop-loss discipline, and psychological resilience. The 4.2% intraday swings test emotional control, while the clustering of critical decisions at key moments reveals how market noise can derail even sound strategies. This historical exercise builds the risk awareness and process discipline essential for navigating volatile commodity markets.
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