Coke Historical Replay: 2015-07 to 2015-12
Coke plunged 29.7% from 878 to 617 across 108 trading days in 2015, with a peak drawdown of 30.7%. Step through each session, weigh 19 decision points, and receive an AI coach review in this simulated educational replay.
108 daily bars · 19 decision points · 2015-07 to 2015-12 · Commodities
Key facts
This window spans 158 days with a peak-to-trough drawdown of 30.7% and a 9.1% run-up.
- Max drawdown
- −30.7%
- Max run-up
- +9.1%
- Duration
- 158 days
- Largest single-day move
- −9.4%
- Bars
- 108 Daily bars
- Decision points
- 19
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 coking coal market entered the second half of 2015 facing a confluence of pressures: slowing Chinese industrial demand, mounting concerns over China's economic trajectory, and the shock of an August currency adjustment that rippled through commodity markets. For traders and analysts engaged in this historical replay, the stakes were substantial: understanding how macro shocks cascade through ferrous supply chains and test position management under sustained stress. The 2010s commodity cycle was entering a critical phase, and coking coal sat at the intersection of policy uncertainty and demand anxiety.
Across 108 trading days from July 2 to December 7, 2015, coking coal collapsed from 878 to 617, a drawdown of 29.7%. The market endured a maximum drawdown of 30.7%, with single sessions moving as much as 9.4% as sentiment shifted sharply. Nineteen decision points punctuated the decline, seven of them critical inflection moments where directional bets faced binary outcomes. The magnitude and persistence of this move tested every assumption about position sizing, stop discipline, and the limits of fundamental analysis during a structural demand shift.
This replay session distills lessons in risk process and trader psychology. Navigating a 30.7% peak drawdown requires accepting that analysis alone cannot time turning points; survival depends on position management and emotional calibration. The nine critical sessions demand honest self-assessment: Did you cut positions too early, or hold too long hoping for reversal? These questions are not academic. They reveal whether your process accounts for extended volatility regimes, and whether your psychology can withstand the cognitive dissonance of a trending market that defies near-term logic.