Cotton Historical Replay: 2024-07 to 2025-01
Replay 126 daily bars of US cotton from July 2024 to January 2025, where prices slipped 5.0% from 71.37 to 67.77. Walk through 22 decision points, including 8 critical ones, and receive an AI coach review of your choices for educational practice with simulated capital only.
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 10.0% and a 12.5% run-up.
- Max drawdown
- −10.0%
- Max run-up
- +12.5%
- Duration
- 181 days
- Largest single-day move
- +3.6%
- 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
US cotton futures entered the second half of 2024 against a complex macroeconomic backdrop. The 126 daily bars spanning from July 18, 2024 to January 15, 2025 capture a market navigating shifting monetary policy expectations, with September 2024 bringing a Federal Reserve rate cut that weighed on the dollar. For participants studying this period, the stakes centered on understanding how policy-driven currency moves translate into commodity price dynamics during a sustained downtrend.
The numbers tell a story of grinding weakness: prices slipped 5.0% from 71.37 to 67.77 over the six-month window. The max drawdown of 10.0% reveals that peak-to-trough declines exceeded the net loss, meaning late entries faced meaningful paper losses. A largest single-bar move of 3.6% underscores that intraday volatility could surprise even careful traders. Against this backdrop, traders confronted 22 decision points, 8 of which proved critical inflection moments where directional conviction mattered most.
This replay teaches that navigating a drifting market requires disciplined process over prediction. The 10.0% max drawdown reminds us that survival during drawdown periods is a prerequisite to capturing eventual recovery. Psychology matters: the temptation to average down into a 5.0% decline must be weighed against the reality of a deeper 10.0% trough. The 22 decision points offer repeated practice in calibrating position size and timing, while the 8 critical moments test whether pre-defined rules or reactive instincts serve better under pressure.