Coking Coal Historical Replay: 2013-06 to 2013-09
Replay 72 daily bars of coking coal from 2013-06-17 to 2013-09-26, with closes climbing 11.7% from 1041 to 1163. Step through 13 decision points, including 5 critical ones, and receive an AI coach review in this simulated, educational market replay.
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 5.3% and a 19.8% run-up.
- Max drawdown
- −5.3%
- Max run-up
- +19.8%
- Duration
- 101 days
- Largest single-day move
- +4.6%
- 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
The scenario places traders in the ferrous commodities market during the summer and early autumn of 2013, a period shaped by evolving policy signals and shifting supply-demand dynamics. Coking coal, a critical input for steel production, faced uncertainty as macroeconomic forces and regulatory developments competed for influence over pricing. With 72 trading days stretching from mid-June through late September, participants navigate an environment where directional conviction had to be balanced against sudden reversals.
Over the course of this replay, coking coal settled at 1163, climbing 11.7% from an opening level of 1041. The journey was neither smooth nor linear—maximum drawdown reached 5.3% at various points, and individual sessions saw single-bar moves as large as 4.6%. Thirteen decision points punctuated the trajectory, with five deemed critical for strategy outcomes. The market rewarded neither blind optimism nor excessive caution, but rather disciplined engagement with each evolving data point.
For decision training, this replay emphasizes the importance of separating signal from noise in a policy-sensitive commodity. Participants learn to calibrate position sizing against realistic drawdown expectations, in this case 5.3%, rather than ideal scenarios. The psychological dimension surfaces when a 4.6% single-bar swing tests conviction—successful navigation requires pre-defined entry and exit criteria that survive emotional pressure. Each of the five critical decision points serves as a litmus test for whether a trader's process remains adaptive without becoming reactive, a balance that defines long-term consistency in volatile commodity markets.
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