Cotton Historical Replay: 2021-09 to 2021-12
Replay 64 days of cotton price action that swung 16.9% between September and December 2021, shaped by policy headlines. Step through each session, make 11 branching decisions, and receive an AI coach review—simulated capital, pure decision training.
64 daily bars · 11 decision points · 2021-09 to 2021-12 · Commodities
Key facts
This window spans 90 days with a peak-to-trough drawdown of 9.5% and a 33.9% run-up.
- Max drawdown
- −9.5%
- Max run-up
- +33.9%
- Duration
- 90 days
- Largest single-day move
- +4.3%
- 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
The setting is China's cotton futures market during the final quarter of 2021, a period when policy signals around commodity regulation were creating sharp intraday swings across soft commodities. Traders entering this replay face a market where headlines could reverse sentiment overnight, demanding both conviction and flexibility. The scenario spans 64 daily bars from September 8 through December 7, placing participants directly in the flow of a volatile policy-driven environment.
What unfolded was a net advance of 16.9%, with prices climbing from 95.2 to 111.27 over the full period. Yet the journey was anything but linear—a maximum drawdown of 9.5% tested positions at various points, and individual sessions saw moves as large as 4.3%, the kind of single-bar volatility that can swiftly alter risk exposures. The market rewarded neither passive holders nor reactive traders exclusively, creating a nuanced landscape where timing and conviction both mattered.
This replay trains the core disciplines that policy-sensitive markets demand: maintaining discipline when headlines trigger panic, sizing positions relative to known volatility parameters, and distinguishing between structural shifts and transient noise. With 11 decision points including 4 critical junctions, participants practice the mental calibration needed when the difference between a profitable outcome and a painful drawdown often hinges on how one processes regulatory uncertainty rather than on predicting specific policy outcomes.
Featured in the archive