Coke Historical Replay: 2011-06 to 2011-12
Replay the full 112-day ferrous crisis from June to December 2011, when the index slid 13.8% into a 19.3% drawdown. Walk through each authentic trading day, face 19 decision points, and receive an AI coach review of your simulated choices.
112 daily bars · 19 decision points · 2011-06 to 2011-12 · Commodities
Key facts
This window spans 164 days with a peak-to-trough drawdown of 19.3% and a 7.9% run-up.
- Max drawdown
- −19.3%
- Max run-up
- +7.9%
- Duration
- 164 days
- Largest single-day move
- +5.8%
- Bars
- 112 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 summer of 2011, the ferrous commodities market entered a period of acute stress as global risk sentiment shifted dramatically following the August US credit rating downgrade. The 112 trading days from late June to early December became a crucible for commodity traders, testing their ability to navigate a sustained risk-off environment with no clear bottom in sight.
The index declined from 2308 to 1990, a -13.8% loss that unfolded alongside a maximum drawdown of 19.3%. The largest single-bar move of 5.8% occurred during the most volatile stretches, reminding participants that crisis periods compress price action into violent daily swings that can quickly erode even defensive positions.
This replay presents 19 decision points across the 2010s decade, with 7 designated as critical moments where the stakes escalate. Participants must practice holding conviction while managing exposure through a prolonged drawdown, calibrating position size against historical volatility, and maintaining psychological discipline when the market offers no easy exits. The scenario trains the habits that separate disciplined practitioners from reactive gamblers.