Sugar Historical Replay: 2024-02 to 2024-05
Replay a 62-day sugar shock from February to May 2024, when prices fell 18.4% and a single session swung 6.6%. Walk through each daily bar, face 11 decision points, and receive an AI coach review of your simulated calls.
62 daily bars · 11 decision points · 2024-02 to 2024-05 · Commodities
Key facts
This window spans 89 days with a peak-to-trough drawdown of 20.0% and a 10.3% run-up.
- Max drawdown
- −20.0%
- Max run-up
- +10.3%
- Duration
- 89 days
- Largest single-day move
- −6.6%
- 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
In early 2024, sugar futures became the focal point of a commodity shock that tested every trader willing to engage with volatile soft markets. The replay spans 62 trading days from February 7 to May 6, 2024, covering a period when Brazilian production concerns and shifting global demand created a turbulent backdrop. Participants faced an 11 decision-point framework, with 4 marked as critical junctures where directional conviction and risk calibration were put to the test.
The numbers tell a stark story. Sugar prices declined from 23.88 to 19.48, a cumulative drop of 18.4%. The market's peak-to-trough drawdown reached 20.0%, meaning anyone holding long exposure faced significant unrealized losses. What made this period especially punishing was volatility within individual sessions—a single trading day could swing as much as 6.6%, creating outsized intraday risk for position traders and exposing any gaps in stop-loss discipline.
This replay is designed to train decision-making under pressure rather than to celebrate specific outcomes. By confronting a sustained downtrend with sharp intraday reversals, participants learn to separate process from outcome, to question whether their sizing reflects conviction, and to recognize how fear and hope distort judgment during extended drawdowns. The goal is building the habits that serve traders across decades of market conditions.
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