Coffee Historical Replay: 2024-07 to 2025-01
Replay a wild coffee market stretch where prices surged 35.8% across 126 daily bars from July 2024 to January 2025. Step through each session, tackle 22 decision points, and receive an AI coach review of your simulated trades.
126 daily bars · 22 decision points · 2024-07 to 2025-01 · Commodities
Key facts
This window spans 181 days with a peak-to-trough drawdown of 11.3% and a 48.7% run-up.
- Max drawdown
- −11.3%
- Max run-up
- +48.7%
- Duration
- 181 days
- Largest single-day move
- −7.0%
- Bars
- 126 Daily bars
- Decision points
- 22
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 coffee market from mid-2024 through early 2025 presented traders with a compelling test of conviction and risk management. Over 126 daily trading bars spanning July 2024 to January 2025, the soft commodity navigated a period shaped by shifting monetary policy expectations and currency dynamics. Participants faced 22 decision points—8 of which proved critical—demanding repeated assessment of entry timing, position sizing, and exit discipline. The 2020s decade backdrop meant that market participants were accustomed to elevated volatility, yet this stretch asked them to perform under sustained directional pressure.
Prices surged 35.8% from 243.4 to 330.45 over the period, a move that rewarded trend-following approaches but extracted a maximum drawdown of 11.3% along the way. The largest single session produced a 7.0% swing, underscoring that even clear trends contain violent reversals that test conviction. This combination—strong net appreciation alongside meaningful interim losses—created the classic challenge of staying positioned through noise while managing tail exposure.
For decision training, this scenario distills several essential lessons: the importance of defining clear entry and exit rules before volatility materializes, the need to size positions so that an 11.3% drawdown does not derail the overall plan, and the psychological discipline required to hold through a 7.0% single-bar move without abandoning the thesis. Eight critical inflection points demanded disciplined execution rather than reactive adjustments, making this replay a valuable exercise in calibrating both process and mindset.