Cocoa Historical Replay: 2015-06 to 2015-12
Replay 116 daily cocoa bars from June to December 2015, when soft commodity volatility peaked at a 10.2% drawdown. Step through 20 decision points, including 7 critical ones, and receive an AI coach review of your simulated choices.
116 daily bars · 20 decision points · 2015-06 to 2015-12 · Commodities
Key facts
This window spans 164 days with a peak-to-trough drawdown of 10.2% and a 12.5% run-up.
- Max drawdown
- −10.2%
- Max run-up
- +12.5%
- Duration
- 164 days
- Largest single-day move
- −3.0%
- Bars
- 116 Daily bars
- Decision points
- 20
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 2015 cocoa market entered a period of acute uncertainty during the second half of the year. As global commodity traders navigated shifting monetary policies and growth concerns, cocoa emerged as a focal point for volatility within soft commodities. The August 2015 RMB devaluation amplified fears of Chinese demand slowdown, creating a complex backdrop for cocoa positioning. For traders and analysts replaying this era, the stakes were clear: understanding how policy-driven currency moves reverberate through commodity chains and testing decision-making under sustained uncertainty.
This replay covers 116 daily bars from June 29 to December 10, 2015. Cocoa prices ultimately closed nearly flat, moving from 3336 to 3344 for a net change of just 0.2%. Yet this modest headline figure concealed substantial turbulence, with a maximum drawdown of 10.2% and a largest single-bar move of 3.0%. Across the period, traders faced 20 distinct decision points, including 7 critical junctures where directional conviction and risk management were put to the test.
This scenario trains participants to look beyond surface-level returns and assess real exposure. The 10.2% drawdown against a 0.2% net gain underscores how volatility itself becomes the primary risk, not direction. Trainees learn to evaluate position sizing when single bars can move 3.0%, to maintain process discipline through extended uncertainty, and to recognize that policy-driven market phases reward preparation over prediction. The psychological dimension is equally vital: surviving drawdowns without abandoning strategy defines long-term viability in commodity trading.