Coke Historical Replay: 2011-04 to 2011-09
Replay 106 daily bars of Chinese coke from April to September 2011, when prices swung with a 10.9% drawdown and a 6.0% single-bar spike. Walk through 19 decision points, including 7 critical ones, and receive an AI coach review of your simulated choices.
106 daily bars · 19 decision points · 2011-04 to 2011-09 · Commodities
Key facts
This window spans 152 days with a peak-to-trough drawdown of 10.9% and a 7.7% run-up.
- Max drawdown
- −10.9%
- Max run-up
- +7.7%
- Duration
- 152 days
- Largest single-day move
- +6.0%
- Bars
- 106 Daily bars
- Decision points
- 19
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 the spring of 2011, Chinese coke futures entered a volatile stretch as the commodities super-cycle showed signs of fatigue. From April 15 to September 14, traders and risk managers navigated 106 daily bars of market data—a roughly five-month window that captured the tension between industrial demand expectations and macro headwinds. This replay scenario places participants directly into those market conditions, where every tick mattered and the difference between profitable decisions and costly errors could hinge on reading price action correctly.
The six-month span saw prices decline modestly from 2247 to 2222, a mere -1.1% net change, yet this surface calm obscured violent underlying swings. The maximum drawdown reached 10.9%, exposing the risk of overstaying positions, while the largest single session moved 6.0%—enough to trigger margin calls or test stop-loss discipline. Against this backdrop, traders confronted 19 decision points, with 7 deemed critical moments where directional conviction and risk calibration were most severely examined.
For participants replaying this scenario, the experience reveals how modest headline returns can mask treacherous intermediate conditions. The episode underscores the importance of position sizing before volatility spikes, the discipline required to honor stop-loss levels when prices swing 6.0% in a day, and the psychological resilience needed to avoid recency bias when consecutive losing trades accumulate. Critical decision points teach that conviction without risk management becomes speculation, not strategy. The 2011 coke market stands as a classroom for understanding that surviving drawdowns—whether 10.9% or deeper—ultimately defines long-term performance more than any single profitable trade.