Coffee Historical Replay: 2014-08 to 2015-01
Replay a 106-day coffee market window where prices fell 11.6% from 183.75 to 162.45, navigating a 27.9% maximum drawdown. You step through daily decision points, weigh policy and volatility cues, and receive an AI coach review of your simulated choices.
106 daily bars · 19 decision points · 2014-08 to 2015-01 · Commodities
Key facts
This window spans 155 days with a peak-to-trough drawdown of 27.9% and a 25.4% run-up.
- Max drawdown
- −27.9%
- Max run-up
- +25.4%
- Duration
- 155 days
- Largest single-day move
- +6.9%
- Bars
- 106 Daily bars
- Decision points
- 19
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 coffee futures market entered a turbulent five-month stretch beginning in August 2014, as the soft commodities sector confronted a shifting policy landscape that tested the resolve of even seasoned market participants. Over 106 daily trading bars from August 21, 2014 to January 23, 2015, this replay presents traders with a 19-decision gauntlet—seven of them critical inflection points—set against the backdrop of a market under structural pressure.
What unfolded was a sustained downdraft: prices fell from 183.75 to 162.45, a decline of -11.6%. The journey was anything but smooth, as participants endured a maximum drawdown of 27.9%—a stark reminder of how quickly paper losses can accumulate. The largest single-bar move of 6.9% underscored the tail risks embedded in policy-sensitive soft commodities, where news flow can violently reprice positions overnight.
For decision training, this scenario distills three enduring lessons. First, process discipline matters more than outcome variance; a sound framework applied consistently across volatile conditions offers the only sustainable edge. Second, risk calibration must account for drawdown magnitudes that feel counterintuitive—the -11.6% headline loss conceals a far more punishing internal journey through the 27.9% trough. Third, psychology is the final frontier: navigating seven critical junctures demands emotional equilibrium and the willingness to act against immediate market sentiment. This replay is a laboratory for mastering all three.
Featured in the archive