Cotton Historical Replay: 2015-06 to 2015-12
Replay 116 daily bars of 2015 cotton from June to December, when prices slipped 4.5% and a 13.7% drawdown tested every policy-driven swing. Walk through 20 decision points, get AI coach feedback, and learn how macro shocks shaped the market in this simulated training scenario.
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 13.7% and a 10.4% run-up.
- Max drawdown
- −13.7%
- Max run-up
- +10.4%
- Duration
- 164 days
- Largest single-day move
- +4.8%
- 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 summer of 2015 brought a rare convergence of policy shock and commodity vulnerability to cotton markets. Over six months spanning June to December, traders faced a landscape reshaped by China's economic anxieties and the dramatic RMB devaluation in August. This was not a simple directional bet—volatility itself became the defining feature, demanding constant recalibration as policy signals clashed with fundamental supply-demand realities.
The numbers tell a story of grinding pressure rather than sudden collapse. Across 116 daily bars from June 29 to December 10, cotton prices slipped 4.5% from 66.8 to 63.77. Yet that modest headline decline masked a more turbulent journey: the market endured a 13.7% maximum drawdown while navigating a largest single-bar move of 4.8%. Traders encountered 20 decision points—seven deemed critical—each testing whether the prevailing narrative still held.
This replay teaches that policy-driven markets punish rigid positioning. The lesson lies not in predicting the next headline but in building processes that remain viable when uncertainty spikes. Managing the 13.7% drawdown required disciplined risk controls, while the 4.8% single-day swings demanded emotional equilibrium. For trainees, the value is in rehearsing decisions under volatility, learning to distinguish signal from noise, and understanding that survival often depends on how you trade rather than which direction you forecast.