Cotton Historical Replay: 2018-07 to 2018-10
Replay the 2018 cotton collapse as the front-month fell 12.2% across 64 daily bars of crisis-era volatility. Step through each session, face 11 decision points, and receive an AI coach review of your simulated trades.
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 15.4% and a 5.9% run-up.
- Max drawdown
- −15.4%
- Max run-up
- +5.9%
- Duration
- 88 days
- Largest single-day move
- +4.7%
- 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
In the summer of 2018, cotton futures entered a period shaped by mounting emerging-market stress. The soft commodity, sensitive to currency fluctuations and global demand signals, faced headwinds as capital rotated out of developing economies and trade tensions escalated. Over roughly three months spanning July to October, participants navigating this market would confront a landscape where the usual risk-reward calculus was being rewritten by macro forces beyond individual supply-demand balances.
The replay captures the full arc of that turbulence. Across 64 daily bars from July 9 to October 5, the front-month contract fell from 87.16 to 76.49, a decline of -12.2%. The journey was far from smooth—maximum drawdown reached 15.4% and the largest single session produced a 4.7% move, creating moments where positions could swing dramatically in either direction. Traders face 11 decision points throughout this period, with 4 deemed critical, forcing repeated choices about position sizing, timing, and risk management under pressure.
This scenario distills lessons in process, risk, and psychology that transfer across markets. Participants learn to distinguish between short-term noise and structural shifts, to size positions in anticipation of drawdowns, and to maintain emotional discipline when a -12.2% decline unfolds bar by bar. The AI coach review highlights not just what worked but why a chosen framework held or failed, building decision habits that compound over time. For anyone training to manage volatility, this replay offers a compressed course in staying rational when markets are anything but.