Cocoa Historical Replay: 2024-10 to 2025-01
Replay a 62-day cocoa market window where prices surged 38.8% from 7529 to 10453, punctuated by policy-driven volatility and a 19.4% drawdown. Move bar by bar through 11 decision points and receive AI coach feedback on every choice, simulated capital only.
62 daily bars · 11 decision points · 2024-10 to 2025-01 · Commodities
Key facts
This window spans 90 days with a peak-to-trough drawdown of 19.4% and a 86.0% run-up.
- Max drawdown
- −19.4%
- Max run-up
- +86.0%
- Duration
- 90 days
- Largest single-day move
- +13.7%
- 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 cocoa market entered October 2024 at a critical juncture. A 62-day replay window beginning on 2024-10-10 invites participants to navigate a period defined by policy uncertainty and sharp price swings. With futures trading around 7529, the stage was set for significant volatility as traders weighed macroeconomic signals against seasonal supply dynamics.
The period delivered a 38.8% rally, pushing prices to 10453 by 2025-01-08. Yet the journey was anything but linear—a 19.4% maximum drawdown tested conviction, while a 13.7% single-bar move underscored the policy-driven nature of this environment. Across 11 decision points, including 4 deemed critical, participants faced repeated tests of their risk management discipline and directional conviction.
This replay emphasizes process over prediction. Navigating a 13.7% intraday shock requires disciplined position sizing and pre-defined exit strategies. Surviving a 19.4% drawdown without abandoning a sound thesis separates prepared traders from reactive ones. The scenario trains participants to separate signal from noise, maintain emotional equilibrium during policy-driven volatility, and recognize that outcomes alone do not measure decision quality.
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