Copper Historical Replay: 2016-05 to 2016-09
Replay 70 daily bars of copper from May to September 2016, a -1.4% stretch marked by an 8.4% drawdown. Walk through 13 decision points—including 5 critical ones—and receive an AI coach review of your simulated choices.
70 daily bars · 13 decision points · 2016-05 to 2016-09 · Commodities
Key facts
This window spans 102 days with a peak-to-trough drawdown of 8.4% and a 11.3% run-up.
- Max drawdown
- −8.4%
- Max run-up
- +11.3%
- Duration
- 102 days
- Largest single-day move
- −3.3%
- Bars
- 70 Daily bars
- Decision points
- 13
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
Copper prices meandered through the summer of 2016, a period dominated by the June Brexit referendum and its cascading effects on global growth expectations. As investors weighed the implications of a potential UK exit from the European Union, base metals faced headwinds from demand uncertainty. This replay drops participants into that fragile environment, forcing real decisions as headlines shifted sentiment daily.
Across 70 trading days from late May to early September, copper closed at 2.08, slipping from 2.11—a net decline of -1.4%. Yet the headline number obscures sharper turbulence beneath the surface: an 8.4% maximum drawdown tested portfolios, while the largest single session move of 3.3% demanded immediate risk reassessment. Navigating 13 decision points—including 5 critical junctures—separated disciplined traders from those caught flat-footed.
This scenario strips away directional bias and challenges participants to focus on process over prediction. The disconnect between modest net losses and substantial drawdowns teaches that survival depends not on calling the macro move, but on sizing positions and managing stops when volatility spikes. Psychologically, the episode reveals how uncertainty erodes conviction—making adherence to pre-defined risk rules the true measure of a trader's edge.