Cotton Historical Replay: 2020-06 to 2020-09
Replay a 64-day cotton market scenario from June 8 to September 4, 2020, capturing a 5.4% close-to-close swing within a 7.3% drawdown window. Step through each daily bar, tackle 4 critical decision points, and receive an AI coach review of your simulated choices.
64 daily bars · 11 decision points · 2020-06 to 2020-09 · Commodities
Key facts
This window spans 88 days with a peak-to-trough drawdown of 7.3% and a 10.4% run-up.
- Max drawdown
- −7.3%
- Max run-up
- +10.4%
- Duration
- 88 days
- Largest single-day move
- −3.9%
- 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 2020, China's cotton market entered a period of heightened volatility during a broader commodity boom. This 64-day replay scenario, spanning June 8 to September 4, 2020, captures a market navigating post-pandemic uncertainty with a 5.4% close-to-close swing. The period was marked by 11 decision points, of which 4 were deemed critical, testing participants' ability to read momentum shifts and manage exposure during an asset class known for sharp intraday swings.
The market delivered on its reputation for turbulence. Price action moved from a starting level of 60.81 to a close of 64.12, but not before enduring a maximum drawdown of 7.3%. The largest single-bar move of 3.9% underscored how quickly sentiment could reverse within any given session, rewarding disciplined risk management while punishing emotional reactions. Participants who survived the drawdown phase and captured the eventual upside would have needed to demonstrate both patience and precision timing.
This scenario excels as a decision-training exercise because it forces participants to confront the full arc of a volatile trade. Four critical decision points serve as checkpoints where process, risk calibration, and psychological resilience are tested simultaneously. The lesson is clear: in boom environments, maintaining systematic discipline and position discipline matters more than predicting the next bar. Emotional consistency across the 7.3% drawdown window separates those who complete the replay with a net gain from those who exit prematurely.
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