Cocoa Historical Replay: 2010-05 to 2010-08
Replay a 66-day cocoa market window from May to August 2010 with an 11.8% max drawdown and 12 decision points to navigate. Step through each historical bar, choose actions at critical moments, and receive an AI coach review of your simulated decisions.
66 daily bars · 12 decision points · 2010-05 to 2010-08 · Commodities
Key facts
This window spans 95 days with a peak-to-trough drawdown of 11.8% and a 12.6% run-up.
- Max drawdown
- −11.8%
- Max run-up
- +12.6%
- Duration
- 95 days
- Largest single-day move
- −6.0%
- 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 cocoa market in the summer of 2010 presented traders with a demanding laboratory for testing discipline and decision-making under pressure. Over 66 trading days spanning May 6 to August 9, prices moved through a period of significant uncertainty. With an 11.8% maximum drawdown and moves as large as 6.0% in a single day, the market offered numerous inflection points where traders had to choose between holding positions, adjusting exposure, or stepping aside entirely.
The closing price declined from 3190 to 3012, a modest -5.6% net loss that masks far more dramatic intermediate swings. Between those endpoints lay 12 decision points, four of which proved critical to performance outcomes. The largest single-day move of 6.0% could have stopped out defensive traders or rewarded contrarian entries, depending on timing and conviction. Navigating this window required not just directional conviction but a robust framework for position sizing and exit planning.
This replay session strips away hindsight and forces participants to confront the same imperfect information that confronted traders at the time. The lesson is not about predicting the eventual direction but about building a repeatable process that survives volatility. Managing risk through the 11.8% drawdown, respecting the market's capacity for sudden 6.0% shifts, and maintaining psychological equilibrium across 12 distinct choice moments all form the core of what this scenario tests. Success here is measured by decision quality, not by whether one captured every move.