Coffee Historical Replay: 2020-01 to 2020-06
Replay 86 daily bars of the coffee market from January to June 2020 as the pandemic shock unfolds. Step through each session, tackle 15 decision points with AI coach review, and explore the 25.9% drawdown in a simulated, educational environment.
86 daily bars · 15 decision points · 2020-01 to 2020-06 · Commodities
Key facts
This window spans 124 days with a peak-to-trough drawdown of 25.9% and a 32.9% run-up.
- Max drawdown
- −25.9%
- Max run-up
- +32.9%
- Duration
- 124 days
- Largest single-day move
- +8.0%
- Bars
- 86 Daily bars
- Decision points
- 15
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 contracts on Chinese commodity markets entered 2020 in an environment of growing global uncertainty. The replay spans 86 daily bars from January 29 to June 1, capturing a period when the pandemic shock fundamentally altered supply chains and consumer demand for soft commodities. Participants face the task of navigating 15 decision points, including 5 marked as critical, as the market environment shifts from complacency to acute stress and back toward fragile normalization. The stakes involve understanding how external shocks propagate through commodity markets and whether established trading assumptions hold under duress.
The period produced a net close decline of -3.7%, moving from 102.05 to 98.3, yet this headline figure conceals far more dramatic underlying moves. The maximum drawdown reached 25.9%, exposing positions that appeared defensible at first glance to severe impairment. The largest single-bar move measured 8.0%, a magnitude that can instantly overwhelm risk models calibrated to normal market conditions. Rather than a simple crash, the trajectory featured sharp reversals, dead-cat bounces, and false recovery signals that tested the conviction of any participant attempting to trade the trend.
This replay offers value less as a prediction exercise than as a disciplined exploration of process under pressure. Fifteen decision points force participants to articulate entry logic, position sizing, and exit criteria before outcomes are known, then confront the gap between plan and execution when volatility spikes. The 25.9% drawdown and 8.0% single-bar moves serve as calibration tools, reminding traders that survival requires reserving capital for the moments when markets move most violently against positioned risk. Psychological discipline, not directional conviction, ultimately determines whether a strategy can endure the full arc of a shock event.
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