Coffee Historical Replay: 2010-05 to 2010-08
Replay 66 daily bars of a 27.4% coffee commodity surge from 133.15 to 169.6 between May and August 2010. Step through twelve decision points and receive an AI coach review as a simulated training exercise in historical market replay.
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 6.9% and a 33.9% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +33.9%
- Duration
- 95 days
- Largest single-day move
- +5.8%
- 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
Coffee traders entered May 2010 facing a complex soft commodity market where supply dynamics can shift rapidly and price volatility tests discipline. The replay covers 66 daily bars from 2010-05-06 to 2010-08-09, a period when the 2010s decade was already showing increased commodity market sensitivity to global weather events and supply chain disruptions. Participants face twelve decision points, four of which the scenario marks as critical junctions where positioning decisions carry amplified consequence.
The data reveals a sustained upward move of 27.4%, closing at 169.6 from an opening of 133.15. However, this trajectory was not a straight line—participants would have encountered a maximum drawdown of 6.9% and faced individual bars moving as much as 5.8%, creating moments of psychological pressure that separate disciplined execution from reactive management. Navigating such intraday volatility while maintaining conviction requires a clear framework for position management.
This scenario trains decision-makers to handle incomplete information environments where fundamentals are slow to materialize but price action moves fast. The 6.9% drawdown tests whether one exits too early or holds through temporary adversity. The 5.8% single-bar spikes challenge emotional responses to sudden moves. With four critical decision points embedded across the replay, participants practice the calibration between patience and opportunism that defines commodity trading mastery.