Coke Historical Replay: 2012-07 to 2013-01
Replay 114 days of EU ferrous markets from 2012-07-27 to 2013-01-14, navigating a 19.0% drawdown. Walk through daily price action, face 20 decision points including 7 critical calls, and receive an AI coach review of your simulated choices.
114 daily bars · 20 decision points · 2012-07 to 2013-01 · Commodities
Key facts
This window spans 171 days with a peak-to-trough drawdown of 19.0% and a 41.9% run-up.
- Max drawdown
- −19.0%
- Max run-up
- +41.9%
- Duration
- 171 days
- Largest single-day move
- +5.6%
- Bars
- 114 Daily bars
- Decision points
- 20
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 replay immerses traders in the EU ferrous market across 114 trading days spanning July 27, 2012 to January 14, 2013. This period coincided with significant policy developments, including ECB President Draghi's famous statements and the subsequent OMT announcement that reshaped eurozone monetary expectations. Participants navigated a market where 2010s decade dynamics were actively unfolding, with policy uncertainty creating both elevated risk and selective opportunity for those with disciplined frameworks.
The price journey proved instructive yet demanding: starting at 1600, the market ultimately closed at 1826, delivering a 14.1% return. However, the path was far from linear, with participants weathering a 19.0% max drawdown and confronting the largest single-bar move of 5.6%. Across the replay, traders faced 20 decision points, of which 7 were critical junctures where directional conviction and risk calibration were simultaneously tested.
This replay sharpens competencies that distinguish thoughtful market participants. Enduring a 19.0% drawdown while preserving capital for the eventual recovery builds psychological resilience and underscores the necessity of position sizing. The 5.6% single-bar volatility highlights how quickly narratives shift and why stops matter. With 7 critical decisions among 20 total points, participants learn that not every market moment demands action—strategic selectivity and patience often outweigh reactive engagement. The experience reinforces that disciplined process, not outcome prediction, defines sustainable performance in turbulent markets.
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