Copper Historical Replay: 2013-11 to 2014-05
Replay copper's 14.1% drawdown across 122 daily bars from November 2013 to May 2014. Walk through each session, tackle 21 decision points including 7 critical junctures, and receive an AI coach review on your simulated choices.
122 daily bars · 21 decision points · 2013-11 to 2014-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 14.1% and a 10.2% run-up.
- Max drawdown
- −14.1%
- Max run-up
- +10.2%
- Duration
- 179 days
- Largest single-day move
- −3.7%
- Bars
- 122 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 copper market in late 2013 presented traders with a demanding environment shaped by U.S. dollar strength and weakening commodity demand. From November 2013 to May 2014, market participants faced a complex landscape where traditional correlations shifted and risk management discipline was tested across 122 daily bars of price action. This five-month period became a crucible for decision-making under uncertainty, with 21 distinct choice points embedded within the historical replay.
The closing outcome of 3.17 to 3.15 represents a modest -0.6% decline, yet this headline figure conceals the turbulent journey between. A maximum drawdown of 14.1% tested portfolio resilience, while the largest single-bar move of 3.7% demonstrated how quickly sentiment could swing. Seven of the 21 decision points proved critical, forcing participants to navigate moments where positional adjustments could mean the difference between recovering from losses or extending them. The flat net result masked significant volatility in between.
This replay teaches that survival in sideways or declining markets demands as much skill as capturing trends. Process matters more than prediction: adhering to stop-loss discipline, sizing positions appropriately, and maintaining emotional equilibrium through a 14.1% drawdown separates disciplined traders from impulsive ones. The 7 critical junctures serve as pressure points where pre-commitment to rules becomes essential. For educational purposes, this period illustrates that when outcomes are flat but volatility is high, the real learning lies in examining how decisions were made rather than whether they were profitable.
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