Cotton Historical Replay: 2015-11 to 2016-04
Replay 100 daily bars of US cotton from November 2015 to April 2016, navigating a 12.7% peak drawdown through 6 critical decision points. Work through each session historically, make your choices, then receive an AI coach review of your simulated reasoning.
100 daily bars · 17 decision points · 2015-11 to 2016-04 · Commodities
Key facts
This window spans 147 days with a peak-to-trough drawdown of 12.7% and a 7.9% run-up.
- Max drawdown
- −12.7%
- Max run-up
- +7.9%
- Duration
- 147 days
- Largest single-day move
- +4.1%
- Bars
- 100 Daily bars
- Decision points
- 17
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
This replay immerses traders in the US cotton market across 100 daily bars spanning November 2015 to April 2016, a period dominated by the Federal Reserve's December 2015 rate decision and its ripple effects across commodities. With a strong US dollar pressuring soft commodities, participants faced a challenging macro backdrop requiring careful navigation of policy-driven volatility. Seventeen decision points were embedded throughout the historical sequence, with six flagged as critical moments where positioning could fundamentally shift outcomes.
The data reveals a market that tested conviction throughout the period. Cotton prices closed at 58.96 on April 4, 2016, representing a -4.7% decline from the 61.9 opening level. The journey proved more turbulent than the net result suggests, as participants endured a maximum drawdown of 12.7% while confronting single-bar moves as large as 4.1%. These figures underscore how macro-driven commodity markets can punish even directionally correct positions through interim volatility.
This scenario excels as a decision-training vehicle because it forces engagement with three core challenges: maintaining process discipline when policy uncertainty creates noise, sizing positions appropriately to survive drawdowns that exceed expectations, and managing the psychological strain of navigating six critical inflection points without the benefit of hindsight. The gap between the modest net decline and the harsh intra-period drawdown is precisely where experienced traders separate from novices in their approach to risk management and emotional control.
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