Coking Coal Historical Replay: 2016-09 to 2017-01
Replay 68 days of a 20.0% coking coal surge from 999.5 to 1199, with one single bar lurching 13.8%. Walk each session, weigh 12 decision points, and receive AI coach review on your simulated trades.
68 daily bars · 12 decision points · 2016-09 to 2017-01 · Commodities
Key facts
This window spans 102 days with a peak-to-trough drawdown of 31.5% and a 64.5% run-up.
- Max drawdown
- −31.5%
- Max run-up
- +64.5%
- Duration
- 102 days
- Largest single-day move
- −13.8%
- Bars
- 68 Daily bars
- Decision points
- 12
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
Coking coal sits at the intersection of steel production and Chinese industrial demand, a market where price signals ripple through supply chains. The replay spans 2016-09-29 to 2017-01-09, 68 daily bars that capture a pronounced boom episode within the 2010s ferrous complex. Participants enter a market where supply dynamics and policy shifts can produce swift directional moves, with the stakes defined by the need to act decisively under uncertainty while preserving capital through volatility.
Over these 68 sessions the contract climbed from 999.5 to 1199, a documented 20.0% appreciation. Yet the trajectory was anything but smooth: the period recorded a max drawdown of 31.5%, meaning positions entered at inopportune moments faced substantial interim losses. The largest single-bar move of 13.8% punctuates the timeline, illustrating how momentum can compress weeks of change into a single session. Twelve decision points dot the replay, four flagged as critical, demanding participants reassess directional conviction and risk exposure repeatedly.
The scenario strips away hindsight and asks what process guides choices when a 13.8% intraday swing can reverse hard-won gains. Managing through a 31.5% drawdown without abandoning a sound thesis tests psychological resilience; maintaining position discipline through critical nodes tests procedural rigor. This replay ultimately trains traders to separate outcome variance from decision quality, anchoring judgment in process rather than the noise of any single bar.