Cocoa Historical Replay: 2010-04 to 2010-07
Replay 62 daily bars of cocoa from April to July 2010, when prices climbed only 3.0% yet endured a 12.9% drawdown. Step through each session, tackle 11 decision points, and receive AI coach feedback in this simulated historical training.
62 daily bars · 11 decision points · 2010-04 to 2010-07 · Commodities
Key facts
This window spans 89 days with a peak-to-trough drawdown of 12.9% and a 13.1% run-up.
- Max drawdown
- −12.9%
- Max run-up
- +13.1%
- Duration
- 89 days
- Largest single-day move
- −6.0%
- 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
In spring 2010, the European debt crisis cast a long shadow across global markets, and soft commodities like cocoa were not immune to the uncertainty. From April 9 through July 7, traders faced 62 daily bars of price action shaped by fears of sovereign default, credit tightening, and fragile consumer demand. The environment was defined by crisis conditions, where even traditionally stable soft markets could experience unusual volatility.
Cocoa prices closed the period at 2941, up only 3.0% from the opening level of 2856. Yet that modest net gain concealed a turbulent journey: the market endured a maximum drawdown of 12.9% and suffered its largest single-session swing of 6.0%. Eleven decision points were embedded throughout the replay, four of them flagged as critical moments where positioning and risk management could make the difference between preserving capital and compounding losses.
This replay teaches the value of process discipline when navigating crisis-era markets. The gap between entry and exit mattered far less than how one managed the drawdown and volatility along the way. Decision training here focuses on emotional control, sizing discipline, and the humility to accept that a technically correct directional view can still require navigating severe interim losses before any reward materializes.