Coffee Historical Replay: 2025-07 to 2025-10
Coffee futures surged 39.0% over 62 trading days ending October 21, 2025, with a 19.0% drawdown testing even seasoned replayers. Walk through each authentic daily bar, tackle four critical decision points, and receive an AI coach review of your simulated choices.
62 daily bars · 11 decision points · 2025-07 to 2025-10 · Commodities
Key facts
This window spans 88 days with a peak-to-trough drawdown of 19.0% and a 52.1% run-up.
- Max drawdown
- −19.0%
- Max run-up
- +52.1%
- Duration
- 88 days
- Largest single-day move
- −8.0%
- 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
Coffee futures entered the July 2025 period against a backdrop of inflation concerns and a weakening dollar, conditions that historically favor dollar-denominated soft commodities. The 62-trading-day window from July 25 to October 21 placed traders in a concentrated study of trend development, volatility spikes, and the psychological demands of staying engaged through a major move. What made this scenario particularly demanding was not simply the direction but the texture of the journey—sharp pullbacks and sudden reversals that separated disciplined participants from reactive ones.
Over those 62 trading days, coffee advanced from 297.55 to 413.55, delivering a 39.0% gain that caught many observers off guard. The path, however, was anything but smooth. A 19.0% drawdown tested even the most experienced replayers, while an 8.0% single-bar move demonstrated how quickly sentiment can shift in soft commodity markets. With 11 decision points and four critical junctures embedded in this period, participants faced repeated moments requiring conviction, risk calibration, and the willingness to reassess positions as new information arrived.
This replay ultimately trains something more valuable than directional forecasting—it hones the ability to manage risk through extended trends with sharp intraday spikes. The 8.0% single-bar volatility, the 19.0% drawdown, and the four critical decision points collectively create a scenario where process discipline matters more than prediction. Success here depends on position sizing, emotional equilibrium during pullbacks, and recognizing when the thesis remains intact despite uncomfortable price action.