Coffee Historical Replay: 2012-06 to 2012-10
Replay 84 trading days of the 2012 coffee market, a soft-commodities era marked by 16.2% peak drawdown volatility. Step into 15 decision points, navigate each replay day, and receive an AI coach review in this simulated, educational environment.
84 daily bars · 15 decision points · 2012-06 to 2012-10 · Commodities
Key facts
This window spans 119 days with a peak-to-trough drawdown of 16.2% and a 16.3% run-up.
- Max drawdown
- −16.2%
- Max run-up
- +16.3%
- Duration
- 119 days
- Largest single-day move
- +6.6%
- Bars
- 84 Daily bars
- Decision points
- 15
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 scene is set in the US soft-commodities market during the 2010s, where coffee became a focal point of volatility from mid-2012. Spanning 84 trading days from 2012-06-29 to 2012-10-26, this period presented traders with a challenging environment requiring careful navigation through uncertain conditions. Fifteen decision points were embedded throughout the replay, with five deemed critical to the experience.
The market experienced a notable decline, with prices moving from a close of 170.1 to 157.75, representing a drop of -7.3%. This movement occurred against a backdrop of significant turbulence, as the maximum drawdown reached 16.2% and the largest single-bar move hit 6.6%. These figures underscore the volatility that defined this era for soft commodities.
For decision training, this scenario emphasizes the importance of maintaining discipline when facing adverse market conditions. The interplay of price swings, drawdown pressure, and multiple decision points creates an environment where process and risk management take precedence over prediction. Navigating such periods builds psychological resilience and reinforces the value of systematic approaches in volatile markets, offering lessons applicable to any simulated or historical context where uncertainty prevails.
Featured in the archive