Coke Historical Replay: 2014-08 to 2015-01
Replay 98 daily bars of US ferrous-coke market history from 2014-08-26 to 2015-01-20, watching a -7.5% decline unfold with an 11.0% max drawdown. Make policy-era decisions at 17 branching points and receive AI coach feedback in a simulated training environment.
98 daily bars · 17 decision points · 2014-08 to 2015-01 · Commodities
Key facts
This window spans 147 days with a peak-to-trough drawdown of 11.0% and a 6.4% run-up.
- Max drawdown
- −11.0%
- Max run-up
- +6.4%
- Duration
- 147 days
- Largest single-day move
- +4.8%
- Bars
- 98 Daily bars
- Decision points
- 17
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 US ferrous-coke market entered a volatile policy-sensitive period spanning 2014-08-26 to 2015-01-20, a stretch that tested every trader's ability to navigate shifting regulatory winds. Over 98 daily bars of trading, participants faced a market where macro policy signals could trigger sharp intraday reversals. The central question was not merely directional but structural: how does one position for or against policy-driven dislocations without clear precedent?
The numbers tell the story: the market closed at 1038, down from an opening 1122, for a total decline of -7.5%. The journey was brutal, with a maximum drawdown of 11.0% testing even the most defensive portfolios. A single session moved as much as 4.8%, underscoring the tail-risk nature of policy announcements. Across the 17 decision points—6 of them critical branching moments—participants had to choose direction, size, and timing under genuine uncertainty.
This replay teaches that policy-era trading demands process over prediction. The ability to define risk before entry, maintain conviction through drawdown, and distinguish signal from noise separates disciplined practitioners from reactive ones. For training purposes, the takeaway is clear: volatility is not the enemy; unprepared volatility is. History repeats not by exact pattern but through the consistent human challenges it presents.
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