Copper Historical Replay: 2012-07 to 2013-01
Replay 118 daily bars of copper from 2012-07-25 to 2013-01-14, when a 10.6% drawdown reshaped the base-metals tape. Walk through 21 decision points, with 7 marked critical, and receive AI coach review on each choice in this simulated educational environment.
118 daily bars · 21 decision points · 2012-07 to 2013-01 · Commodities
Key facts
This window spans 173 days with a peak-to-trough drawdown of 10.6% and a 17.0% run-up.
- Max drawdown
- −10.6%
- Max run-up
- +17.0%
- Duration
- 173 days
- Largest single-day move
- +4.0%
- Bars
- 118 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 replay immerses traders in the copper market across the second half of 2012, a period when European debt tensions forced policymakers into unprecedented action. Spanning 118 daily bars from 2012-07-25 to 2013-01-14, this stretch of the 2010s tested base-metals participants as the ECB signaled major monetary easing—the OMT framework announced in September 2012. With 21 decision points embedded in the tape, including 7 flagged as critical, the scenario recreates the volatility that defined this era for commodities investors.
What unfolded was a 7.1% net gain in copper prices, closing at 3.62 from an opening of 3.38. Yet the journey was anything but smooth—a 10.6% maximum drawdown punctuated the period, and single sessions could swing as sharply as 4.0%. These figures capture the whipsaw environment where positions built during apparent calm faced sudden reversals, and where the gap between entry and exit proved as consequential as direction itself.
For decision training, the scenario forces engagement with incomplete information under pressure. Managing a 10.6% drawdown requires disciplined risk calibration, while identifying which of the 21 nodes truly warrant action sharpens judgment between observation and intervention. The psychology of holding through a 4.0% intraday move, or exiting before one, separates procedural discipline from reactive panic—making this replay a laboratory for refining both analysis and emotional regulation.
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