Cotton Historical Replay: 2020-11 to 2021-05
Replay 122 daily bars of soft commodity markets from November 2020 to May 2021, capturing a 23.0% rise and a 15.7% drawdown along the way. Walk through 21 decision points, with 7 critical, and receive an AI coach review of each choice in a simulated, educational environment.
122 daily bars · 21 decision points · 2020-11 to 2021-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 15.7% and a 33.6% run-up.
- Max drawdown
- −15.7%
- Max run-up
- +33.6%
- Duration
- 177 days
- Largest single-day move
- −4.9%
- Bars
- 122 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
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
Between November 2020 and May 2021, cotton futures found themselves at a crossroads shaped by shifting demand signals, logistics disruptions and evolving supply expectations. This 122‑day stretch placed traders inside a market where the direction of the trend was not obvious at the outset, and where every decision carried meaningful risk. The scenario reproduces the genuine ambiguity of that period, inviting participants to navigate a soft‑commodity boom without the benefit of hindsight.
The replay captures a net advance of 23.0% in closing price, from 69.11 to 84.98, yet the journey was far from a straight line. A maximum drawdown of 15.7% tested any long‑only conviction, while the largest single‑bar move of 4.9% underlined the potential for sudden momentum swings. Across 21 decision points—seven of them flagged as critical—participants must decide how to size positions, when to add or reduce exposure, and how to respond when the market moves sharply against them.
For decision training, this scenario isolates three core tensions: managing a position through a large intra‑trend pullback, sizing exposure when volatility spikes, and resisting the urge to chase momentum after a big intraday swing. The educational value lies not in predicting the outcome, but in examining how process, risk management and psychology interact when the path from entry to exit is turbulent.