Sugar Historical Replay: 2021-09 to 2021-12
Replay 64 daily bars of Chinese sugar futures from September through December 2021, navigating 8.9% drawdowns and 4.7% single-day swings driven by policy shocks. Walk through 11 decision points day by day, including 4 critical ones, and receive an AI coach review of your choices in this simulated educational environment.
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 8.9% and a 9.0% run-up.
- Max drawdown
- −8.9%
- Max run-up
- +9.0%
- Duration
- 90 days
- Largest single-day move
- +4.7%
- 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
China's white sugar futures market entered a turbulent final quarter in 2021, navigating a landscape reshaped by shifting policy signals targeting commodity markets broadly. The replay spans 64 daily bars from September 8 through December 7, placing traders inside a period where regulatory rhetoric created sharp intraday dislocations in soft commodity prices. The stakes were clear: participants had to contend with policy-driven volatility while managing positions across a historically active regulatory environment.
The four-month journey saw sugar prices essentially flatline, with the contract closing at 19.48 versus an opening of 19.49, a mere -0.1% net change. Yet this tranquil headline figure obscured significant turbulence beneath the surface. The market endured an 8.9% maximum drawdown and experienced single-day moves as large as 4.7%, creating multiple high-stress trading environments. Across the period, 11 decision points emerged, with 4 designated as critical moments where directional conviction and risk management were tested simultaneously.
This replay strips away the comfort of hindsight to confront the authentic pressure of real-time decision-making under regulatory uncertainty. Traders must practice calibrating position size against known volatility parameters, distinguishing between policy noise and structural shifts, and maintaining disciplined risk controls when drawdowns approach predefined thresholds. The scenario emphasizes that survival in policy-sensitive markets demands process over prediction, and psychological resilience over directional certainty.
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