Copper Historical Replay: 2010-11 to 2011-02
Replay 60 daily bars of copper from 2010-11-24 to 2011-02-18, watching the 19.1% climb from 3.76 to 4.48 unfold. Step through each decision point, test your own choices, and receive an AI coach review in this simulated training scenario.
60 daily bars · 11 decision points · 2010-11 to 2011-02 · Commodities
Key facts
This window spans 86 days with a peak-to-trough drawdown of 5.2% and a 23.2% run-up.
- Max drawdown
- −5.2%
- Max run-up
- +23.2%
- Duration
- 86 days
- Largest single-day move
- +3.4%
- Bars
- 60 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
The scene is copper futures in late 2010, a period defined by exceptional monetary policy decisions. The Federal Reserve's second round of quantitative easing was unfolding, sending ripples through commodity markets. For traders, this was a moment of heightened uncertainty—positioning required understanding both macro policy signals and the technical pulse of a volatile industrial metal. The stakes were clear: navigate a market shaped by unprecedented central bank action while managing the inherent volatility of copper, a bellwether for global growth.
From November 24, 2010 to February 18, 2011, copper climbed 19.1%, moving from 3.76 to 4.48 across 60 daily bars. The journey was not a straight line—traders had to endure a 5.2% maximum drawdown and the psychological test of a 3.4% single-bar move. Eleven decision points punctuated the trend, with four emerging as critical moments where directional conviction was either rewarded or challenged.
This replay sharpens several competencies. It trains traders to hold positions through pullbacks without abandoning discipline when the maximum drawdown tests resolve at 5.2%. Managing through a 3.4% single-bar move demands position sizing and emotional regulation. Confronting four critical decision points teaches the art of conviction versus flexibility—knowing when to persist and when to reassess. The broader lesson: volatility is not a bug but a feature of trend-following in macro-driven markets, and process discipline outlasts any single outcome.