Coke Historical Replay: 2015-11 to 2016-03
Replay 96 trading days across the 2015-11 to 2016-03 ferrous window, navigating 6 critical decision points as policy headlines reshaped coking coal prices. You will replay day-by-day, face branching policy-driven choices, and receive an AI coach review of your simulated decisions.
96 daily bars · 17 decision points · 2015-11 to 2016-03 · Commodities
Key facts
This window spans 141 days with a peak-to-trough drawdown of 14.3% and a 30.6% run-up.
- Max drawdown
- −14.3%
- Max run-up
- +30.6%
- Duration
- 141 days
- Largest single-day move
- −9.4%
- Bars
- 96 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 coking coal market entered late 2015 facing a complex macro backdrop where Federal Reserve policy signals and broader commodity dynamics created unusual uncertainty. The 96 trading days from 2015-11-11 to 2016-03-31 became a concentrated laboratory for testing how policy headlines translate into price action. With 17 decision points embedded in the replay, including 6 flagged as critical, participants confronted repeated forks where the same headline could support opposing positions depending on timing and position sizing assumptions. The stakes were not merely directional calls but understanding the volatility regime itself.
The period delivered an 11.9% net gain from 707.5 to 792, yet this simple headline number obscures the journey. A maximum drawdown of 14.3% tested any held positions, while the largest single-bar move of 9.4% demonstrated how policy surprises can produce sudden dislocation. These statistics frame a period where patience was as important as conviction, and where the difference between a disciplined stop and a panicked exit determined whether the 11.9% return was actually captured or surrendered to volatility.
This replay trains decision-makers to distinguish between prediction and process. The 14.3% drawdown and 9.4% single-bar swings remind us that being directionally correct is insufficient without risk management frameworks. The 6 critical decision points force participants to practice conviction under uncertainty, while the 17 total branches develop the habit of questioning assumptions before they calcify. Historical market education works best when it humbles as much as it instructs, and this window delivers both the pattern recognition and the humility that durable trading discipline requires.
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