Cotton Historical Replay: 2021-10 to 2022-01
Cotton futures swung 11.2% over 64 trading days as policy-driven volatility reshaped sentiment across the softs complex. Replay each session, face 11 decision points, and receive an AI coach review through simulated, educational decision training.
64 daily bars · 11 decision points · 2021-10 to 2022-01 · Commodities
Key facts
This window spans 94 days with a peak-to-trough drawdown of 12.3% and a 17.4% run-up.
- Max drawdown
- −12.3%
- Max run-up
- +17.4%
- Duration
- 94 days
- Largest single-day move
- −4.4%
- 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 cotton market entered a turbulent phase from October 2021 through January 2022, a period when policy signals periodically disrupted commodity sentiment. The 64 trading days spanning 2021-10-22 to 2022-01-24 placed market participants in an environment where regulatory guidance could reverse intraday trends within hours. This was not merely a directional bet on cotton prices; it was a test of how traders process exogenous information against technical signals.
The final tally showed cotton futures rising 11.2%, moving from 108.26 to 120.38, yet the path was anything but smooth. The market experienced a maximum drawdown of 12.3% during the session period, while the largest single-bar move of 4.4% demonstrated how quickly sentiment could shift. With 11 decision points embedded throughout the replay—four deemed critical—participants faced repeated moments where their positioning assumptions were challenged by policy-driven volatility. Understanding these inflection points separates reactive traders from those with a disciplined framework.
This scenario sharpens decision-making under regulatory uncertainty, a common feature of commodity markets. Trainees learn to distinguish between noise and structural shifts, manage risk when a single bar can move 4.4%, and maintain discipline through a 12.3% drawdown without abandoning sound process. The four critical junctures serve as practical laboratories for practicing position sizing and emotional regulation in real time, skills that transfer far beyond cotton to any market shaped by policy intervention.
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