Coking Coal Historical Replay: 2016-09 to 2017-03
Replay a 114-day coking coal window where prices climbed 42.5% from 921.5 to 1313, navigating 31.5% drawdowns and 13.8% single-bar swings. Walk through 20 daily decision points, weigh policy volatility, 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 31.5% and a 78.4% run-up.
- Max drawdown
- −31.5%
- Max run-up
- +78.4%
- Duration
- 173 days
- Largest single-day move
- −13.8%
- 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
The coking coal market entered a volatile policy-driven era in late 2016. This 114-day replay window, spanning from September 2016 through March 2017 in the commodities space, places participants in a period where supply-side reforms and shifting regulatory landscapes created sharp intraday swings. Players must navigate 20 decision points, with 7 flagged as critical moments where positioning could mean the difference between capturing a trend and being whipsawed by policy surprises.
Over the course of the replay, coking coal prices climbed from 921.5 to 1313, representing a 42.5% gain that tested the resolve of even seasoned participants. The journey was far from linear—a 31.5% drawdown reminded traders that the path higher is paved with painful reversals. The largest single-bar move of 13.8% underscores how policy announcements can generate sudden liquidity gaps, making position management essential rather than optional.
For decision training purposes, this scenario excels at forcing reflection on process over prediction. Participants must grapple with the tension between trend-following discipline and the psychological strain of holding through a 31.5% drawdown. The replay's 20 decision points serve as a training ground for building the emotional resilience and risk management habits that separate consistent performers from those who fold under volatility. Historical context from the 2010s decade reinforces that commodities markets reward those who respect both the directional thesis and the inherent uncertainty of policy-driven moves.