Coking Coal Historical Replay: 2016-05 to 2016-09
Trade a 72-bar coking coal replay from May to September 2016, capturing a 42.8% surge amid extreme volatility. Step through each decision point day-by-day, navigate 5 critical junctures, and receive an AI coach review of your simulated choices.
72 daily bars · 13 decision points · 2016-05 to 2016-09 · Commodities
Key facts
This window spans 103 days with a peak-to-trough drawdown of 8.4% and a 45.2% run-up.
- Max drawdown
- −8.4%
- Max run-up
- +45.2%
- Duration
- 103 days
- Largest single-day move
- +6.4%
- 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 immerses traders in the coking coal market across a 72-bar daily replay from May 25, 2016 to September 5, 2016, a period when the commodity sector faced mounting uncertainty during the 2010s. Participants confront a market characterized by extreme volatility, navigating through 13 decision points, including 5 critical junctures that demand careful strategic consideration. The central challenge: maintaining disciplined decision-making when prices swing violently and conviction is constantly tested.
The market delivered a cumulative advance of 42.8%, rising from 656 to 936.5. Yet this substantial gain was punctuated by turbulent episodes, with the largest single-bar move reaching 6.4% and the maximum drawdown hitting 8.4%. Navigating these sharp reversals required traders to endure temporary setbacks while preserving capital for subsequent opportunities. The contrast between sustained directional trends and sudden pullbacks made this period a stern test of execution consistency.
This replay teaches that managing extreme volatility demands more than technical analysis; it requires robust position sizing, predefined exit triggers, and psychological resilience. The interplay between a 42.8% net gain and an 8.4% interim decline illustrates how outcomes hinge on process fidelity rather than prediction accuracy. Traders learn to separate signal from noise, accepting drawdowns as inherent costs while maintaining systematic discipline through market turbulence.