Coking Coal Historical Replay: 2014-10 to 2015-04
Replay the 2014 coking coal crash as 114 daily bars dropped 13.5% from 775 to 670. You make decisions at 20 branching points with an AI coach reviewing every choice in this simulated historical drill.
114 daily bars · 20 decision points · 2014-10 to 2015-04 · Commodities
Key facts
This window spans 170 days with a peak-to-trough drawdown of 14.3% and a 5.0% run-up.
- Max drawdown
- −14.3%
- Max run-up
- +5.0%
- Duration
- 170 days
- Largest single-day move
- +3.6%
- 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
In the autumn of 2014, the coking coal market entered a sustained downturn that would reshape how traders approached ferrous commodities. The scenario spans 114 daily bars from October 21, 2014 through April 9, 2015, placing participants directly inside one of the decade's most instructive commodity crashes. This historical drill challenges you to navigate a market where everything seemed to be falling, and wrong decisions carried steep consequences.
Over this 114-bar replay, coking coal prices collapsed from 775 to 670, representing a decline of -13.5%. The max drawdown reached 14.3%, while the largest single-bar move of 3.6% struck without warning. You face 20 decision points across this drill, with 7 designated as critical junctures where your choices could amplify losses or find exits. Each moment demands you assess momentum, support levels, and whether the slide has further to run.
This replay teaches that process discipline matters more than prediction in crash environments. The 14.3% max drawdown reminds us how quickly paper losses become real psychological pressure. Risk management—position sizing, stop discipline, avoiding averaging down—becomes the difference between surviving and compounding losses. The volatility profile, including that 3.6% single-bar shock, trains you to expect the unexpected. Success here is measured not by catching every move but by maintaining decision quality when the market offers no easy answers.