Copper Historical Replay: 2012-11 to 2013-05
Replay a 120-day copper crash from 2012-11-15 to 2013-05-09, marked by an 18.5% peak drawdown. You step through each daily bar, face 21 decision points, and receive an AI coach review in this simulated training scenario.
120 daily bars · 21 decision points · 2012-11 to 2013-05 · Commodities
Key facts
This window spans 175 days with a peak-to-trough drawdown of 18.5% and a 9.6% run-up.
- Max drawdown
- −18.5%
- Max run-up
- +9.6%
- Duration
- 175 days
- Largest single-day move
- +6.8%
- Bars
- 120 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.
Related scenarios
- Copper Historical Replay: 2014-11 to 2015-052014 · Lv.1
- Copper Historical Replay: 2014-10 to 2015-042014 · Lv.2
- Copper Historical Replay: 2011-10 to 2012-012011 · Lv.3
- Copper Historical Replay: 2011-09 to 2011-122011 · Lv.3
- Copper Historical Replay: 2008-11 to 2009-052008 · Lv.5
- Copper Historical Replay: 2008-08 to 2009-012008 · Lv.5
Event Replay
What happened — and what it teaches
In late 2012, copper—a bellwether of global economic health—entered a pronounced downturn that would test every trader navigating its daily fluctuations. This 120-bar replay spans 2012-11-15 to 2013-05-09, placing you inside the crucible of a commodities crash within the broader 2010s market landscape. The stakes were clear: participants had to make real decisions under uncertainty, with positions hanging on each bar's outcome.
The numbers tell a story of volatility consuming capital. Copper closed the period at 3.34, down 3.5% from its 3.46 opening—but peak-to-trough analysis reveals the true stress. The max drawdown reached 18.5%, with the largest single-bar move hitting 6.8%. Across 21 decision points, 7 of which were critical junctures, traders faced moments where a single judgment call could mean the difference between weathering the storm or compounding losses.
This replay excels as a training ground for process discipline. The 18.5% drawdown forces participants to confront position sizing and risk tolerance head-on. Psychology becomes paramount: panic selling near bottoms or overconfidence after brief rallies both destroy edge. The 6.8% single-bar spikes teach emotional regulation—staying rational when the market makes violent moves. For anyone building resilience against market crashes, this scenario distills the essential lesson: survive drawdowns through process, not prediction.