Copper Historical Replay: 2010-12 to 2011-06
Replay 124 daily bars of copper from 2010-12-15 to 2011-06-13 as the metal's historic boom turns volatile, with a 15.6% max drawdown. Decide at 21 checkpoints, get an AI coach review, and learn in a simulated environment.
124 daily bars · 21 decision points · 2010-12 to 2011-06 · Commodities
Key facts
This window spans 180 days with a peak-to-trough drawdown of 15.6% and a 12.4% run-up.
- Max drawdown
- −15.6%
- Max run-up
- +12.4%
- Duration
- 180 days
- Largest single-day move
- +3.6%
- Bars
- 124 Daily bars
- Decision points
- 21
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 scenario recreates 124 daily bars of copper trading from December 15, 2010 to June 13, 2011. This period captured a pivotal moment in the base metals cycle, as copper's sustained boom started exhibiting heightened turbulence. Participants step into a market where the prevailing trend had begun to fray, requiring them to navigate uncertainty with precision and discipline.
The replay shows copper closing at 4.03, a modest -2.4% decline from the opening 4.13. Yet this headline figure conceals a turbulent journey: the market endured a 15.6% maximum drawdown, with the largest single session swing reaching 3.6%. Traders faced 21 decision points across the dataset, seven of them critical junctures demanding decisive action. Each checkpoint tested whether participants could read evolving momentum and manage exposure through periods of acute volatility.
This replay sharpens decision training by immersing practitioners in the psychological demands of volatile markets. The gap between headline returns and actual volatility underscores why process matters more than outcome in any single scenario. Participants learn to calibrate position sizing against drawdown risk, maintain composure during sharp intraday swings, and distinguish between noise and meaningful shifts in trend. The 15.6% drawdown serves as a stark reminder that even sideways markets can punish inattentive risk management, making disciplined execution the cornerstone of survival and learning.