Cotton Historical Replay: 2024-08 to 2024-12
Replay 86 daily bars of US cotton from 2024-08-01 to 2024-12-02, watching price climb 8.3% from 66.88 to 72.43 across 15 decision points. Walk through the soft-commodity boom step by step, weigh each move, and receive an AI coach review in a simulated, educational setting.
86 daily bars · 15 decision points · 2024-08 to 2024-12 · Commodities
Key facts
This window spans 123 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
- 123 days
- Largest single-day move
- +3.6%
- Bars
- 86 Daily bars
- Decision points
- 15
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 US cotton market entered a sustained uptrend during the final months of 2024, a period when soft commodities attracted heightened speculative interest. This replay spans 86 daily bars from 2024-08-01 to 2024-12-02, placing participants inside a gradual but volatile boom with 15 decision points—5 of them critical moments where directional conviction was tested. Navigating this environment means confronting the tension between a bullish macro narrative and the day-to-day turbulence that defines real market behavior.
Price climbed 8.3% from 66.88 to 72.43, a seemingly modest move that concealed a maximum drawdown of 10.0% and intraday spikes reaching 3.6% in a single session. The journey was not linear; the market offered both opportunity and sting in equal measure, rewarding those who maintained perspective over those who reacted to every twitch.
For decision training, this scenario sharpens several skills. First, process discipline: navigating 15 entry and exit prompts without anchoring to the starting price demands systematic evaluation at each step. Second, risk calibration: a 10.0% peak-to-trough retracement tests whether position sizing and stop logic remain intact when volatility accelerates. Third, emotional regulation: a 3.6% single-bar surge can provoke either fear of missing out or impulsive entries; the replay forces participants to confront these impulses in a simulated setting where mistakes carry no financial cost but build lasting habits.