Coffee Historical Replay: 2025-06 to 2025-09
Replay 68 daily bars of the 2025 coffee market, where prices climbed 13.5% from 346.15 to 393 amid 22.5% drawdown swings. You step through each decision point day by day, receive an AI coach review, and learn in a simulated educational environment.
68 daily bars · 12 decision points · 2025-06 to 2025-09 · Commodities
Key facts
This window spans 97 days with a peak-to-trough drawdown of 22.5% and a 42.0% run-up.
- Max drawdown
- −22.5%
- Max run-up
- +42.0%
- Duration
- 97 days
- Largest single-day move
- +5.9%
- Bars
- 68 Daily bars
- Decision points
- 12
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 2025 coffee market replay places traders inside a 68-day stretch from June 4 to September 9, a period when soft commodity markets were adjusting to persistent inflationary pressures. The scenario immerses participants in daily US coffee futures decisions, confronting them with the same market structure and uncertainty that defined the early 2020s commodity landscape. Twelve decision points punctuate the replay, four of them flagged as critical junctures where directional conviction and risk management intersected.
Prices climbed 13.5% over the period, moving from 346.15 to 393, yet this headline figure obscures the turbulent journey. A maximum drawdown of 22.5% tested position discipline, while a single-session move of 5.9% demonstrated how quickly assumptions can be challenged. The 2020s era framing ensures participants experience the psychological weight of holding through volatility rather than merely observing it from a distance.
For decision training, the scenario prioritizes process over prediction. Participants must navigate a market that ultimately rose but punished complacency with sharp reversals, teaching that profitable outcomes require surviving drawdowns. The four critical moments force learners to practice conviction calibration, size management, and emotional regulation in real time, building habits that transfer across commodity contexts where inflation dynamics create similar uncertainty patterns.