Coke Historical Replay: 2013-06 to 2013-09
Replay 72 trading days of US ferrous volatility from 2013-06-17 to 2013-09-26, when prices climbed 9.3% yet endured a 5.4% drawdown. Walk through each daily bar, face 13 decision points, and receive an AI coach review of your simulated choices.
72 daily bars · 13 decision points · 2013-06 to 2013-09 · Commodities
Key facts
This window spans 101 days with a peak-to-trough drawdown of 5.4% and a 16.3% run-up.
- Max drawdown
- −5.4%
- Max run-up
- +16.3%
- Duration
- 101 days
- Largest single-day move
- −4.3%
- Bars
- 72 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
In the summer of 2013, the US ferrous commodities market entered a period defined by Federal Reserve policy uncertainty. The so-called "taper tantrum" had swept through financial markets, pressuring commodities broadly as investors recalibrated expectations for monetary stimulus. This replay spans 72 trading days from June 17 to September 26, placing participants inside a market where policy signals could shift sentiment overnight and where positioning required both conviction and flexibility.
Prices ultimately climbed 9.3%, moving from 1451 to 1586 over the course of the replay. Yet this net gain tells only part of the story. The market endured a maximum drawdown of 5.4% and experienced its largest single-bar move of 4.3%, moments that tested conviction and risk discipline alike. Participants navigated 13 decision points across the period, with 5 designated as critical junctures where directional calls and sizing decisions carried heightened consequence.
This scenario sharpens the ability to trade through policy-driven volatility, where macroeconomic headlines can override technical signals. The drawdown teaches that even correct directional bias offers no immunity from adverse short-term moves, reinforcing the need for position sizing that survives adverse stretches. The critical decision points train selective engagement, helping learners distinguish high-conviction setups from noise. Psychology looms large: maintaining composure during a 4.3% single-day swing separates disciplined practitioners from reactive ones. For anyone studying 2010s commodity cycles, this replay demonstrates that surviving volatility is a prerequisite to benefiting from it.
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