Cocoa Historical Replay: 2018-02 to 2018-08
Replay 128 daily bars of cocoa from 2018-02-12 to 2018-08-14, navigating a 29.8% max drawdown and a 6.0% single-day move across 22 decision points. Make choices day-by-day in this simulated market and get an AI coach review—educational use only, no real capital at risk.
128 daily bars · 22 decision points · 2018-02 to 2018-08 · Commodities
Key facts
This window spans 183 days with a peak-to-trough drawdown of 29.8% and a 47.9% run-up.
- Max drawdown
- −29.8%
- Max run-up
- +47.9%
- Duration
- 183 days
- Largest single-day move
- +6.0%
- Bars
- 128 Daily bars
- Decision points
- 22
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 cocoa market during the first half of 2018 presented traders with a demanding environment shaped by evolving policy signals and supply concerns. Over the 128 daily bars spanning February 12 to August 14, 2018, participants in this replay faced the challenge of steering through a complex decade—the 2010s—where commodity markets often reacted sharply to regulatory developments and geopolitical shifts. The core tension was whether to position aggressively in response to policy headlines or maintain defensive postures amid persistent uncertainty.
The price trajectory ultimately delivered a modest 7.0% gain, moving from 1970 to 2108, but this figure obscures a far more turbulent journey. Market participants endured a maximum drawdown of 29.8%, meaning portfolios could have shrunk substantially before any recovery materialized. The 6.0% single-day moves—occurring repeatedly across the 22 decision points, 8 of which were deemed critical—demanded constant recalibration of positions and risk exposure. A trader who naively bought and held would have survived, but one required discipline to navigate the volatility without abandoning their strategy at the worst moment.
This replay serves as a stark reminder that surviving a drawdown is as much a psychological exercise as a technical one. The lesson centers on process: maintaining clear criteria for entries and exits, sizing positions appropriately for the worst-case scenario, and accepting that large adverse moves are inevitable in volatile soft commodity markets. The educational value lies not in predicting the next policy shift, but in building the habits that allow a trader to stay rational when their capital is under pressure. Practicing these scenarios repeatedly trains the mind to distinguish between signal and noise before committing to consequential decisions.