Coffee Historical Replay: 2024-11 to 2025-05
Replay a 122-day coffee market window where prices climbed 36.6% across historic tariff and dollar volatility. Step through each session, face 7 critical decision points, and receive an AI coach review of your simulated choices.
122 daily bars · 21 decision points · 2024-11 to 2025-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 22.1% and a 56.9% run-up.
- Max drawdown
- −22.1%
- Max run-up
- +56.9%
- Duration
- 179 days
- Largest single-day move
- −7.0%
- Bars
- 122 Daily bars
- Decision points
- 21
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
Coffee is one of the most policy-sensitive soft commodities, and the 122-day window from November 15, 2024 to May 13, 2025 offers a rich training ground for navigating turbulent US commodity markets. Against a backdrop of shifting tariffs and dollar volatility throughout the 2020s, this historical replay immerses participants in a period where the stakes for supply-chain-exposed traders were unusually high. The scenario unfolds across 21 decision points, including 7 critical junctures where directional conviction and position sizing could mean the difference between capturing a trend and being stopped out.
What the market delivered was a substantial directional move: prices climbed from a close of 281.8 to 384.85, a total return of 36.6%. Yet the journey was anything but straight. A maximum drawdown of 22.1% tested any strategy built on momentum or fundamental conviction, while the largest single-bar move of 7.0% created sharp intraday inflection points that punished hasty entries and rewarded disciplined risk management. Navigating this terrain required traders to read policy headlines and macro signals without losing sight of technical discipline.
This replay is most valuable as a laboratory for process over prediction. The 22.1% drawdown reminds us that even right-directional trades carry interim losses that can erode confidence and capital. The 7.0% single-session spikes test emotional regulation under pressure, while the 7 critical decision points force explicit choices about conviction sizing. For trainees, the lesson is clear: survival in volatile policy-driven markets comes from systematic setups, predefined risk limits, and the psychological resilience to execute them when headlines scream in either direction.
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