Cocoa Historical Replay: 2021-03 to 2021-06
Replay 62 daily bars of cocoa's 2021 spring selloff, from a close of 2435 down 5.2% with a 9.3% max drawdown. Step through each day, face 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
62 daily bars · 11 decision points · 2021-03 to 2021-06 · Commodities
Key facts
This window spans 89 days with a peak-to-trough drawdown of 9.3% and a 11.2% run-up.
- Max drawdown
- −9.3%
- Max run-up
- +11.2%
- Duration
- 89 days
- Largest single-day move
- −4.8%
- 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
Cocoa, the volatile "soft commodity" underpinning a multi-billion-dollar confectionery industry, entered spring 2021 with prices elevated and sentiment fragile. The period from March to June 2021 tested traders navigating a market where supply concerns, currency shifts, and seasonal demand cycles intersect. Participants faced the challenge of managing positions through a sustained pullback while preserving capital for eventual opportunities.
The replay compresses 62 trading days (2021-03-24 to 2021-06-21) into an interactive decision scenario where prices descended from a close of 2435 to 2308, delivering a -5.2% outcome with a 9.3% max drawdown. A single-session swing of 4.8% punctuated the drift, testing position sizing and stop discipline under pressure. The historical record shows 11 decision points, with 4 designated as critical inflection moments that separated prepared participants from reactive ones.
This scenario sharpens skills in three dimensions: process rigor under uncertainty, risk calibration during extended drawdowns, and psychological resilience when market direction challenges conviction. The critical junctures reveal how pre-committed rules and emotional discipline outperform improvisation. Participants learn that surviving volatility with intact capital is itself a competitive advantage, and that drawdown management—not prediction accuracy—often determines long-term viability in commodity markets.
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