Coffee Historical Replay: 2016-09 to 2017-03
Replay 110 days of coffee futures from September 2016 to March 2017, watching a 7.0% slide unfold amid policy-driven dollar swings. Step through 19 decision points, make your own calls, and receive AI coach feedback in a simulated, educational setting.
110 daily bars · 19 decision points · 2016-09 to 2017-03 · Commodities
Key facts
This window spans 162 days with a peak-to-trough drawdown of 23.4% and a 19.1% run-up.
- Max drawdown
- −23.4%
- Max run-up
- +19.1%
- Duration
- 162 days
- Largest single-day move
- −4.9%
- Bars
- 110 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
Coffee futures traded in a policy-sensitive environment during the second half of 2016, a period when the incoming Trump administration's unexpected victory in November triggered sharp dollar swings that rippled across commodity markets. US soft commodities faced a complex backdrop: a strengthening dollar typically pressures raw-material prices, yet coffee's own supply dynamics added layers of uncertainty. Over 110 trading days from late September 2016 through early March 2017, market participants had to navigate this crosscurrents with limited visibility on how monetary and trade policy would ultimately shape demand.
The replay captures a gradual but uneven price compression. Coffee futures closed the period at 139.65, down 7.0% from an opening of 150.15, yet the journey was far from linear. The market endured a maximum drawdown of 23.4% and was tested by a largest single-bar move of 4.9%, moments that would have demanded quick, disciplined responses. Participants faced 19 decision points across the dataset, with 7 flagged as critical junctures where directional conviction and risk calibration mattered most.
This scenario sharpens three core skills for decision trainees. First, process: navigating 19 points forces structured entry and exit thinking rather than reactive guesswork. Second, risk management: a 23.4% drawdown underscores why position sizing and stop discipline are not optional in volatile soft commodities. Third, psychology: absorbing 4.9% intraday shocks tests emotional resilience and prevents panic-driven exits that lock in losses. Studying this stretch of coffee market history reveals how policy-driven dollar volatility can overshadow fundamentals, offering a rich case study in staying objective when headlines dominate price action.