Sugar Historical Replay: 2018-02 to 2018-08
Replay 128 daily bars of US sugar futures from February to August 2018, when a 24.7% decline unfolded under fresh policy pressure. Step through each session, weigh 22 decision points, and receive an AI coach review of your simulated choices.
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 25.0% and a 17.8% run-up.
- Max drawdown
- −25.0%
- Max run-up
- +17.8%
- Duration
- 183 days
- Largest single-day move
- −5.0%
- 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
In early 2018, US sugar futures entered a turbulent chapter as policy developments began reshaping the supply-demand outlook. Over the subsequent months, traders faced mounting uncertainty around production, trade flows, and government interventions affecting the soft commodities sector. The 128-day window from February to August 2018 presented a sustained test of analytical discipline and risk management under shifting expectations.
The decline proved stark and largely directional. From an opening level of 13.73, prices retreated to 10.34, a cumulative loss of -24.7% that unfolded with a maximum drawdown of 25.0%. Volatility manifested in bursts, with the largest single session delivering a 5.0% move, underscoring how quickly positioning could turn against directional bets. Across the replay, participants encountered 22 decision points—eight of them critical moments demanding clear-headed assessment rather than reactive hedging.
For decision training, this replay emphasizes three enduring lessons. First, policy-driven trends can persist longer than comfort allows; avoiding the trap of premature bottom-fishing requires disciplined probability weighting. Second, managing drawdown is distinct from managing direction—position sizing and exit triggers matter as much as market reading. Third, the psychological discipline to hold or adjust during a -24.7% decline tests emotional boundaries that theoretical knowledge alone cannot prepare for. Approaching this replay with a documented process helps build the habits that transfer to future volatility events in any market.