Coffee Historical Replay: 2018-07 to 2018-10
Coffee futures drifted from 112.2 to 108.95 across 64 turbulent trading days in 2018. Replay each session step by step, navigate 11 decision points, and receive an AI coach review of your simulated choices.
64 daily bars · 11 decision points · 2018-07 to 2018-10 · Commodities
Key facts
This window spans 88 days with a peak-to-trough drawdown of 18.0% and a 18.4% run-up.
- Max drawdown
- −18.0%
- Max run-up
- +18.4%
- Duration
- 88 days
- Largest single-day move
- +5.3%
- Bars
- 64 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
Coffee futures, a soft commodity known for its sensitivity to currency shifts and global growth expectations, entered a turbulent stretch in mid-2018. The July-to-October window coincided with emerging-market contagion fears and dollar strength that pressured agricultural commodities broadly. For traders replaying this period, the stakes were clear: navigate 11 decision points, including 4 critical junctions, while managing a market prone to sharp intraday reversals.
Over 64 trading days from July 9 to October 5, 2018, prices drifted from 112.2 to 108.95, a modest -2.9% decline on net. The headline figure masks considerable turbulence beneath: the maximum drawdown reached 18.0%, meaning peak-to-trough losses far exceeded the closing change. The largest single-bar move of 5.3% underscores how quickly sentiment could flip, rewarding those with a plan and punishing those caught flat-footed.
This replay sharpens decision-making under uncertainty. The gap between net decline and actual drawdown teaches that entry timing and exit discipline matter more than direction calls in volatile markets. Participants practice holding positions through adverse moves, sizing bets to survive the 18.0% trough, and resisting panic during that 5.3% single-session swing. The four critical decision points force deliberate choices, building the muscle memory for managing risk psychologically rather than simply mechanically.