Cotton Historical Replay: 2016-09 to 2017-03
Replay 110 daily bars of cotton from 2016-09-29 to 2017-03-10, when prices climbed 13.7% from 67.95 to 77.29. You will navigate 19 decision points, including 7 critical ones, and receive an AI coach review, with simulated capital only.
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 5.9% and a 16.8% run-up.
- Max drawdown
- −5.9%
- Max run-up
- +16.8%
- Duration
- 162 days
- Largest single-day move
- +3.2%
- 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
The scenario immerses traders in the cotton futures market across the final quarter of 2016 and early 2017, a period bookended by the US presidential election. As an agricultural soft commodity sensitive to both monetary policy and trade dynamics, cotton faced uncertainty from potential shifts in agricultural subsidies, export agreements, and dollar strength. This historical window captures a market navigating political transition and its implications for commodity pricing. Navigating this era requires understanding how policy uncertainty can create both risk and opportunity in soft commodity markets.
Over 110 daily bars spanning September 29, 2016 to March 10, 2017, cotton prices advanced from 67.95 to 77.29, representing a 13.7% gain. The journey was not linear—the market experienced a maximum drawdown of 5.9% and its largest single-day move reached 3.2%, reflecting the volatility inherent to policy-driven markets during periods of political change. These statistics underscore that directional bias alone is insufficient; timing and adaptation proved essential.
This replay offers a rich training ground for developing disciplined decision-making under uncertainty. Traders encounter 19 decision points, including 7 critical junctures where directional bias and risk management prove decisive. The scenario tests one's ability to maintain process discipline when headline risk and dollar volatility create noise, while managing exposure through the 5.9% drawdown environment and respecting the market's occasional 3.2% single-bar dislocations. Success here hinges not on predicting outcomes but on executing a repeatable process when the political landscape reshapes fundamental drivers.