Sugar Historical Replay: 2020-03 to 2020-06
Relive 62 daily bars of US sugar futures from March 24 to June 19, 2020, when prices moved from 11.27 to 12.05 amid a 19.3% drawdown. Replay each session, face 11 decision points, and receive AI coach review in a simulated training environment.
62 daily bars · 11 decision points · 2020-03 to 2020-06 · Commodities
Key facts
This window spans 87 days with a peak-to-trough drawdown of 19.3% and a 32.8% run-up.
- Max drawdown
- −19.3%
- Max run-up
- +32.8%
- Duration
- 87 days
- Largest single-day move
- +6.5%
- Bars
- 62 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 spring of 2020, US sugar futures presented traders with one of the most challenging commodity environments in recent memory. As the COVID-19 pandemic spread globally, the soft commodities market faced unprecedented uncertainty—supply chains fractured, demand patterns shifted violently, and price discovery became exceptionally difficult. The period from March 24 to June 19, 2020, captured 62 daily bars of this extraordinary episode, placing participants in the heart of a genuine market crisis without the benefit of hindsight.
Over those 62 trading sessions, sugar futures moved from 11.27 to 12.05, a modest 6.9% net gain that obscures far wilder intermediate swings. The maximum drawdown of 19.3% tested every trader's conviction, while the largest single-bar move of 6.5% could have wiped out-position sizing errors in an instant. Navigating this environment required confronting 11 distinct decision points, with 4 deemed critical moments where directional conviction and risk tolerance were simultaneously demanded.
This replay trains participants to manage the psychological toll of phantom gains and realized losses occurring within the same sequence. The gap between the headline 6.9% return and the 19.3% drawdown reveals how volatility itself becomes the primary risk, not directional bias. Practicing decision-making under these conditions develops the emotional discipline and risk calibration that separate consistent participants from those who break under pressure. The scenario rewards those who can distinguish between temporary dislocations and structural shifts without the false comfort of knowing which is which.
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