Cocoa Historical Replay: 2009-04 to 2009-07
Replay 68 daily bars of cocoa's 2009 recovery from April through July, when the close slipped 4.2% despite a 17.6% drawdown and an 8.6% single-bar swing. You step through each session, face 12 decision points including 4 critical ones, and receive an AI coach review in a simulated educational environment.
68 daily bars · 12 decision points · 2009-04 to 2009-07 · Commodities
Key facts
This window spans 98 days with a peak-to-trough drawdown of 17.6% and a 22.5% run-up.
- Max drawdown
- −17.6%
- Max run-up
- +22.5%
- Duration
- 98 days
- Largest single-day move
- −8.6%
- 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 scenario drops you into the soft commodities market during the spring of 2009, a period of tentative recovery following the previous year's financial upheaval. Cocoa, a key soft commodity in US markets, had been swept up in the broad risk-asset rally that began in March. As prices oscillated through 68 daily bars spanning April through July, traders faced the challenge of navigating a market that appeared directionless despite significant underlying volatility. The 2000s decade provides historical context for understanding how commodities behaved during an atypical post-crisis environment.
The replay captures cocoa's frustrating stasis: prices drifted from 2618 to 2509, a decline of -4.2% over the period. Yet this modest net loss concealed far wilder movements beneath the surface. The maximum drawdown reached 17.6%, while the largest single-bar move hit 8.6%, creating treacherous conditions for those caught off guard. Across the 68 sessions, you will confront 12 decision points—4 of them critical junctures where directional conviction and risk management were tested simultaneously.
This scenario trains you to maintain discipline when price action contradicts expectations. The disconnect between a mild closing loss and a severe intra-period drawdown illustrates how intermediate outcomes can mask true risk exposure. You learn to stick to process, size positions appropriately, and manage psychology when markets swing unpredictably. The 8.6% single-bar volatility serves as a reminder that commodities can gap and trend in ways that strain unprepared traders.
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