Coffee Historical Replay: 2020-08 to 2020-12
Replay the 2020 coffee downturn across 84 daily bars from August to December, a period marked by a 23.7% max drawdown and 7.3% single-day swings. Step through each session, face critical decision points, and receive an AI coach review of your simulated trading choices.
84 daily bars · 15 decision points · 2020-08 to 2020-12 · Commodities
Key facts
This window spans 120 days with a peak-to-trough drawdown of 23.7% and a 22.5% run-up.
- Max drawdown
- −23.7%
- Max run-up
- +22.5%
- Duration
- 120 days
- Largest single-day move
- −7.3%
- Bars
- 84 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
The coffee market entered the fall of 2020 amid an ongoing global pandemic, creating an environment of sustained uncertainty for soft commodity traders. From August 31 through December 29, 84 daily bars captured a market grappling with shifting demand signals, supply chain disruptions, and broader economic anxiety. Participants in this replay faced the challenge of navigating a trend that defied simple directional bias, where the macroeconomic narrative suggested volatility but the precise timing and magnitude of moves remained unpredictable.
The period delivered on that uncertainty: prices closed the span at 125.4 from an opening near 129.8, a net decline of -3.4%. Yet this modest headline figure concealed far more turbulent undercurrents. A maximum drawdown of 23.7% tested the endurance of any sustained long exposure, while the largest single-bar move of 7.3% underscored moments of acute price dislocation. Across these 84 sessions, traders encountered 15 distinct decision points, five of which represented critical junctures where positioning and risk management choices carried heightened consequence for portfolio outcomes.
This replay distills lessons in process discipline, risk calibration, and emotional regulation. The gap between headline return and actual drawdown experience illustrates how max drawdown metrics translate into real psychological pressure during live trading. The presence of 7.3% single-session moves reinforces the importance of position sizing and stop discipline as structural safeguards rather than optional optimizations. Finally, navigating 15 decision points—five critical—across a compressed timeframe highlights how decision fatigue and pattern recognition bias can degrade judgment, making this scenario a rigorous test of sustainable trading methodology.