Cotton Historical Replay: 2023-05 to 2023-08
Replay 60 days of cotton futures from May 2023, navigating a 10.8% drawdown and a sharp 4.0% single-day move. You make 11 real-time decisions across 4 critical moments, then receive an AI coach review of each choice in this educational market replay.
60 daily bars · 11 decision points · 2023-05 to 2023-08 · Commodities
Key facts
This window spans 86 days with a peak-to-trough drawdown of 10.8% and a 16.8% run-up.
- Max drawdown
- −10.8%
- Max run-up
- +16.8%
- Duration
- 86 days
- Largest single-day move
- +4.0%
- Bars
- 60 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 replay places you in the cotton futures market during the summer of 2023, a 60-day journey from late May through mid-August. This was a period when soft commodity markets navigated the uncertainty of debt ceiling negotiations and dollar fluctuations, creating an environment where cotton prices could move abruptly. Your task is to manage positions through this turbulence while maintaining discipline across 11 distinct decision points.
The market proved testing rather than straightforward: cotton futures ultimately gained 3.2%, rising from 81.72 to 84.32, but the journey there was turbulent. Traders faced a maximum drawdown of 10.8%, and one session delivered a single-bar move of 4.0%. Of the 11 decision points encountered, 4 were deemed critical moments where positioning and conviction were most severely examined.
This scenario sharpens the ability to act under pressure without the benefit of hindsight. Participants must practice calibrating position size against known volatility, maintaining process discipline when emotions run high, and recognizing that survival through drawdowns is prerequisite to capturing eventual gains. The educational value lies not in predicting the outcome but in building the habits that allow a trader to remain functional when the market turns hostile.