Cocoa Historical Replay: 2013-11 to 2014-05
From November 2013 to May 2014, cocoa prices climbed 5.8% across 122 volatile daily bars. Replay the boom day-by-day, face 7 critical decision points, and receive an AI coach review of your simulated trades.
122 daily bars · 21 decision points · 2013-11 to 2014-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 6.6% and a 14.9% run-up.
- Max drawdown
- −6.6%
- Max run-up
- +14.9%
- Duration
- 179 days
- Largest single-day move
- +3.5%
- Bars
- 122 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
From November 2013 to May 2014, cocoa stood at the center of a volatile soft-commodity boom. This 122-day stretch unfolded during a period marked by shifting dollar dynamics and uneven commodity strength, creating an environment where prices could swing sharply on news flow and supply sentiment. Participants in this replay faced the task of navigating a market defined by boom conditions and elevated intraday volatility, with 21 decision points demanding disciplined analysis.
Across the 122 daily bars, cocoa prices moved from 2736 to 2894, delivering a 5.8% cumulative gain. Yet this aggregate return masked considerable turbulence: a maximum drawdown of 6.6% tested even patient traders, while the largest single-bar move of 3.5% could swing positions sharply in either direction. Seven of the 21 total decision points emerged as critical moments where directional conviction, position sizing, or risk management choices carried amplified consequences.
This replay teaches that boom periods demand as much process rigor as trending markets. The gap between total return and maximum drawdown illustrates that being directionally correct provides no immunity from short-term adversity. Traders must practice psychological steadiness when 3.5% single-bar moves test conviction, and they must rehearse disciplined risk protocols at each of the 7 critical junctures. The educational value lies not in predicting outcomes but in building decision-making muscle under authentic historical conditions.
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