Coffee Historical Replay: 2007-08 to 2007-11
Replay 66 daily bars of coffee from 2007-08-22 to 2007-11-26 as the subprime crisis reshaped soft commodities and drove a 14.6% drawdown. Walk through each session, face 12 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
66 daily bars · 12 decision points · 2007-08 to 2007-11 · Commodities
Key facts
This window spans 96 days with a peak-to-trough drawdown of 14.6% and a 24.7% run-up.
- Max drawdown
- −14.6%
- Max run-up
- +24.7%
- Duration
- 96 days
- Largest single-day move
- −6.6%
- Bars
- 66 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 late summer of 2007 brought mounting anxiety to commodity markets as the US subprime mortgage crisis began spreading beyond housing. Coffee, a soft commodity priced in US dollars, faced dual pressures: uncertain global demand and a strengthening dollar as risk aversion swept financial markets. For traders replaying this period, the challenge was navigating an environment where traditional correlations broke down and volatility surged without clear precedent.
Between August 22 and November 26, 2007, coffee prices moved from 114.45 to 122.1, delivering a modest 6.7% gain on paper. Yet this headline number concealed a 14.6% peak-to-trough drawdown and a largest single-bar move of 6.6%, forcing traders to endure sharp intraday reversals. Across 66 daily bars, twelve decision points emerged—four designated critical—testing participants' ability to act under uncertainty when the trend remained ambiguous and risk exposure could turn swiftly against positions.
The scenario illuminates three enduring lessons. First, realized returns obscure the journey: a positive outcome does not mean smooth sailing. Second, drawdowns punish both position sizing and timing; managing 14.6% swings requires disciplined risk limits. Third, critical decision points during crises demand clear process over intuition. This replay trains traders to recognize that survival through volatility depends less on predicting direction than on having predefined responses when the market delivers its sharpest moves.
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