Sugar Historical Replay: 2018-06 to 2018-09
Replay 68 daily bars of the 2018 sugar market as it fell 12.9% from 11.89 to 10.36. You move day-by-day through real historical volatility, face 12 decision points, and receive an AI coach review of your simulated choices.
68 daily bars · 12 decision points · 2018-06 to 2018-09 · Commodities
Key facts
This window spans 97 days with a peak-to-trough drawdown of 16.7% and a 15.8% run-up.
- Max drawdown
- −16.7%
- Max run-up
- +15.8%
- Duration
- 97 days
- Largest single-day move
- −4.7%
- Bars
- 68 Daily bars
- Decision points
- 12
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 the summer of 2018, sugar futures on Chinese commodity markets entered a period of sustained decline. Over approximately three months from June to September, traders and analysts watched as one of the world's most actively traded soft commodities shifted from relative stability into a clear downtrend. The period represented a test of risk management and decision-making under the pressure of a prolonged price erosion.
The replay captures 68 daily bars from 2018-06-20 to 2018-09-25. Starting at 11.89, sugar prices ultimately fell to 10.36, a decline of 12.9%. The market experienced a maximum drawdown of 16.7%, with the largest single session move reaching 4.7%. Participants faced 12 decision points throughout the period, 4 of which were particularly critical moments that could have significantly altered outcomes.
This scenario strips away the comfort of hindsight to train real decision-making. The sustained nature of the decline, rather than a single dramatic crash, tests whether traders can stick to process when positions move against them day after day. The 16.7% drawdown serves as a stark reminder of how quickly losses accumulate, while the 12 decision points scattered across the replay force participants to act under uncertainty rather than react after the fact. For anyone training to manage risk in volatile commodity markets, this historical period offers a classroom where the lesson is learned through doing.