Coke Historical Replay: 2016-09 to 2017-03
Replay 114 daily bars of US coking coal from September 2016 through March 2017, when prices surged 53.1% amid policy-driven volatility. Work through 20 decision points, including 7 critical ones, and receive an AI coach review of your simulated choices.
114 daily bars · 20 decision points · 2016-09 to 2017-03 · Commodities
Key facts
This window spans 173 days with a peak-to-trough drawdown of 32.7% and a 80.7% run-up.
- Max drawdown
- −32.7%
- Max run-up
- +80.7%
- Duration
- 173 days
- Largest single-day move
- −17.4%
- 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
Between September 2016 and March 2017, the US coking coal market entered a period defined by extraordinary policy uncertainty. Over 114 daily trading bars spanning this window, participants faced an environment where government decisions could move prices violently and rapidly. The stakes were considerable: whether to hold positions through drawdowns, when to act on news, and how to manage risk when single days could erase or generate massive swings. This replay places you inside that pressure, asking you to navigate volatility without the benefit of hindsight.
The numbers tell a story of dramatic oscillation. Coking coal prices surged from 1217 to 1863, delivering a 53.1% gain over the full period. Yet that headline figure obscures a turbulent journey: the market endured a maximum drawdown of 32.7% at various points, and the largest single trading day saw a 17.4% move. For anyone holding positions during this era, such swings demanded constant recalibration of risk exposure and conviction levels. Twenty decision points punctuated this replay, with seven marked as critical junctions where directional bets and sizing decisions carried outsized consequences.
This scenario sharpens skills that distinguish resilient traders from reactive ones. You will practice maintaining process discipline when markets swing 17.4% in a single session, building conviction frameworks that survive 32.7% drawdowns without abandoning sound methodology. The seven critical moments test whether you can distinguish signal from noise under policy-driven uncertainty, and whether position sizing reflects true conviction or emotional comfort. Working through these episodes, the AI coach will highlight where psychological impulses may have overridden systematic thinking, reinforcing habits that serve you across any market environment.