Cotton Historical Replay: 2024-11 to 2025-05
Replay 122 daily bars of cotton from 2024-11-15 to 2025-05-13, navigating a 15.7% max drawdown across 7 critical decision points. Step through each session, make policy-aware choices, and receive an AI coach review in a fully simulated educational environment.
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 15.7% and a 16.0% run-up.
- Max drawdown
- −15.7%
- Max run-up
- +16.0%
- 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
Cotton, a soft commodity uniquely sensitive to policy shifts, presented a demanding decision-training replay from November 2024 through May 2025. Participants navigated 122 daily bars across a market where tariff announcements and dollar fluctuations created an environment where conventional analysis alone proved insufficient. With seven critical decision points embedded within 21 total opportunities, the scenario tested whether traders could recognize and respond to policy-driven inflection moments in real time.
The headline numbers reveal a market that deceived by understatement: a modest -0.8% net decline from 66.8 to 66.28 masked a more turbulent journey. The 15.7% maximum drawdown tested every risk management framework, while the 7.0% largest single-bar move showed how quickly sentiment could reverse on policy headlines. Participants who treated the flat net result as a calm market would have been blindsided by the intermediate volatility that defined this period.
This replay teaches that process discipline matters more than directional conviction in policy-sensitive markets. The gap between the 7.0% single-bar move and the -0.8% final outcome illustrates how noise can overwhelm signal, rewarding those with predefined rules over those reacting to each bar. Risk psychology becomes the differentiator: navigating a 15.7% drawdown without abandoning methodology separates sustainable practitioners from impulsive ones. For educational purposes, the scenario demonstrates that framework consistency under uncertainty is a tradeable edge worth developing.
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