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Cocoa Historical Replay: 2019-11 to 2020-05

CommoditiesSoft CommoditiesUSPandemic2019-11 to 2020-05Difficulty 3/5FreeView charts

Replay 124 daily bars of cocoa from 2019-11-14 to 2020-05-13, when prices fell from 2761 to 2474 amid pandemic-era volatility. Walk through 7 critical decision points day-by-day, get an AI coach review, and practice in a fully simulated environment.

124K lines
21Decision points
3Difficulty
DailyGranularity

124 daily bars · 21 decision points · 2019-11 to 2020-05 · Commodities

Key facts

This window spans 181 days with a peak-to-trough drawdown of 26.2% and a 24.2% run-up.

Max drawdown
−26.2%
Max run-up
+24.2%
Duration
181 days
Largest single-day move
+6.4%
Bars
124 Daily bars
Decision points
21

Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 late 2019, the cocoa market entered a period marked by pandemic-era uncertainty. Over 124 trading days from November 14, 2019 to May 13, 2020, participants faced a complex environment where traditional supply-demand dynamics intersected with global health concerns, creating elevated volatility across soft commodities markets.

The market ultimately moved from 2761 to 2474, a decline of 10.4%. What makes this period instructive is the journey: the market experienced a maximum drawdown of 26.2%, with the largest single-bar move reaching 6.4%. Across the replay, practitioners encountered 21 decision points, seven of which represented critical inflection moments requiring deliberate choices about position management and risk exposure.

This scenario offers valuable training in maintaining discipline when volatility disrupts normal market behavior. The gap between the 10.4% net decline and the 26.2% peak-to-trough drawdown illustrates how drawdown management can determine whether a position survives a turbulent period. Trainees learn that process consistency—sticking to predefined rules amid uncertainty—often matters more than predicting the exact market direction. The pandemic context also reminds participants that external shocks can create extended periods of elevated risk that test both analytical frameworks and emotional resilience.