Copper Historical Replay: 2020-02 to 2020-05
Replay 64 daily bars of copper's 2020 collapse, when price fell 8.9% amid 19.1% peak drawdown and 6.9% single-bar swings. Step through the volatility day-by-day, face 4 critical decision points, and receive an AI coach review in this simulated educational scenario.
64 daily bars · 11 decision points · 2020-02 to 2020-05 · Commodities
Key facts
This window spans 91 days with a peak-to-trough drawdown of 19.1% and a 12.3% run-up.
- Max drawdown
- −19.1%
- Max run-up
- +12.3%
- Duration
- 91 days
- Largest single-day move
- −6.9%
- Bars
- 64 Daily bars
- Decision points
- 11
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
In early 2020, the copper market faced mounting uncertainty as signs of a global pandemic began to reshape economic expectations. The 2020s decade was about to witness unprecedented disruption, and copper—a barometer of industrial health—was among the first commodities to signal the coming turmoil. This replay covers 64 daily bars spanning February 5 to May 6, 2020, placing participants directly into the decision-making environment that traders and risk managers navigated as events unfolded.
The price movement during this period was striking: copper closed at 2.35, down 8.9% from its opening, while experiencing a maximum drawdown of 19.1%. The volatility was extreme, with single-bar swings reaching 6.9%, creating moments of acute stress for any position held through the decline. Participants face 11 decision points across this window, with 4 identified as critical junctures where directional conviction and risk management were tested simultaneously.
For decision training, this scenario illustrates how anchoring to recent price levels can distort risk perception during rapid moves. The gap between the modest 8.9% net decline and the 19.1% peak drawdown demonstrates how volatility can punish positions even when the final outcome appears contained. Psychology matters: maintaining disciplined position sizing and predefined exit levels becomes essential when daily swings of 6.9% test emotional resolve. This historical episode serves as a laboratory for examining how process, not prediction, governs survival through market dislocations.
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