Cotton Historical Replay: 2014-11 to 2015-05
Replay a 2014 cotton crash across 122 daily bars with an 8.1% drawdown. You make decisions at 21 checkpoints, including 7 critical ones, and receive an AI coach review of your reasoning on simulated capital.
122 daily bars · 21 decision points · 2014-11 to 2015-05 · Commodities
Key facts
This window spans 178 days with a peak-to-trough drawdown of 8.1% and a 18.9% run-up.
- Max drawdown
- −8.1%
- Max run-up
- +18.9%
- Duration
- 178 days
- Largest single-day move
- +3.8%
- 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
The scene recreates the cotton market during the winter of 2014, immersing traders in one of the decade's most demanding soft-commodity environments. Over 122 daily bars spanning from November 2014 to May 2015, participants face a market defined by uncertainty, where supply dynamics, seasonal pressures, and shifting sentiment converge to create treacherous conditions. The stakes are clear: every decision carries weight, and the margin between disciplined execution and costly mistakes narrows with each passing session.
The price data tells a story of hidden volatility beneath modest net movement. Cotton opened the period at 58.81 and closed at 66.53, representing a 13.1% net change that conceals far wilder swings. The maximum drawdown of 8.1% and a largest single-bar move of 3.8% reveal a market that punished hesitation and rewarded those who understood risk management. Twenty-one decision points punctuate the replay, seven of them critical moments where positioning and conviction were tested to their limits.
This replay distills essential lessons in process, risk, and psychology. The gap between modest headline returns and turbulent intraday action teaches that survival precedes profitability. Participants learn to separate noise from signal, to respect drawdowns as information rather than failure, and to maintain decision-making quality when emotions run high. The scenario's real value lies not in predicting direction but in building the emotional discipline and systematic approach that separate durable traders from one-hit performers.