Cotton Historical Replay: 2016-11 to 2017-02
Replay 58 daily bars of the 2016-11 to 2017-02 cotton market, where prices edged from 73.27 to 73.52 amid a 5.4% drawdown. Walk through each decision point day by day, face 4 critical calls, and receive an AI coach review of your simulated trades.
58 daily bars · 11 decision points · 2016-11 to 2017-02 · Commodities
Key facts
This window spans 85 days with a peak-to-trough drawdown of 5.4% and a 10.9% run-up.
- Max drawdown
- −5.4%
- Max run-up
- +10.9%
- Duration
- 85 days
- Largest single-day move
- +3.2%
- Bars
- 58 Daily bars
- Decision points
- 11
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 market under examination is cotton, a soft commodity traded in China during the 2010s. The data span runs from 2016-11-28 to 2017-02-21, encompassing 58 daily bars. This period carried significant weight: it marked a boom phase in the broader commodities complex, and participants faced the challenge of navigating price action that appeared deceptively calm. With 11 decision points embedded across the timeline, including 4 flagged as critical, the scenario demanded disciplined engagement even when directional conviction seemed unclear.
What unfolded over those months was a study in subdued volatility. Prices drifted from 73.27 to 73.52, a move of merely 0.3%. Yet this apparent stasis concealed a 5.4% max drawdown and a largest single-bar move of 3.2%, revealing that beneath the surface, participants who entered positions faced real testing of their conviction and risk management. The modest net change masked days where capital preservation became the dominant concern.
For decision training, this replay offers a different kind of lesson than explosive trending markets. The 4 critical calls tested whether participants could maintain process discipline when the market offered no easy rewards. It teaches that survival through drawdowns and avoiding overtrading during low-volatility stretches are equally vital skills. Completing the full 11 decision points with an AI coach review reinforces habit formation around risk controls and emotional regulation under ambiguity.