Cotton Historical Replay: 2023-06 to 2023-09
Replay 62 days of cotton trading from June 8 to September 6, 2023, absorbing a measured 2.0% close shift amid an 8.6% max drawdown. Walk through 11 decision points, including 4 critical ones, with AI coach review in a simulated educational environment.
62 daily bars · 11 decision points · 2023-06 to 2023-09 · Commodities
Key facts
This window spans 90 days with a peak-to-trough drawdown of 8.6% and a 16.8% run-up.
- Max drawdown
- −8.6%
- Max run-up
- +16.8%
- Duration
- 90 days
- Largest single-day move
- +3.8%
- Bars
- 62 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 the summer of 2023 with its eyes on weather patterns and global demand signals. Over 62 trading days from June 8 to September 6, market participants faced a complex environment where soft commodity dynamics required careful positioning and risk assessment. This replay immerses traders in the daily rhythm of cotton futures, where the apparent modesty of final outcomes masked significant intermediate turbulence.
What unfolded was a study in market volatility beneath a relatively flat surface. The closing price moved from 84.31 to 86, delivering a measured 2.0% gain over the period. Yet this benign headline number concealed an 8.6% maximum drawdown and a largest single-bar swing of 3.8%, creating multiple moments where positions faced real stress. Navigating 11 decision points—including 4 critical junctures—demanded disciplined risk management and clear thinking under pressure.
This scenario excels as a decision-training exercise precisely because it rewards process over prediction. The gap between headline returns and actual trading difficulty illustrates why mechanical following of price direction fails; what matters is how a trader manages drawdowns, sizes positions, and maintains discipline when 3.8% intraday moves test conviction. These are the psychological and procedural muscles that separate skilled risk managers from passive observers.