Coke Historical Replay: 2016-11 to 2017-05
Replay 120 days of US ferrous volatility from 2016-11-18 to 2017-05-16, when prices swung from 2010 down to 1514, a 24.7% slide with a 32.8% max drawdown. Step through daily decision points and get AI coach feedback in a simulated historical training environment.
120 daily bars · 21 decision points · 2016-11 to 2017-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 32.8% and a 29.3% run-up.
- Max drawdown
- −32.8%
- Max run-up
- +29.3%
- Duration
- 179 days
- Largest single-day move
- −17.4%
- Bars
- 120 Daily bars
- Decision points
- 21
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
In late 2016, US ferrous markets entered a period of pronounced instability that would test the decision-making skills of any practitioner tracking industrial commodities. The era spanned from November 2016 through May 2017, covering 120 trading days within the broader 2010s decade of commodity volatility. For those managing exposure to steelmaking inputs, the stakes were clear: navigate a market experiencing sharp directional pressure while preserving capital for future opportunities.
The numbers tell a stark story. Over the data span from 2016-11-18 to 2017-05-16, prices collapsed from 2010 down to 1514, a decline of -24.7%. The maximum drawdown reached 32.8%, meaning peak-to-trough losses substantially exceeded the headline percentage change. Most dramatically, the largest single-bar move hit 17.4%, underscoring the kind of violent daily swings that can devastate poorly-positioned portfolios. Across these 120 daily bars, traders faced 21 decision points, with 7 deemed critical moments where directional conviction and risk management were most severely tested.
This replay offers a rich training ground for developing disciplined market process. The extended drawdown teaches patience and position sizing discipline, while the 17.4% single-session moves highlight the psychological danger of reactive trading during volatile stretches. Navigating 7 critical junctures without the benefit of hindsight builds the kind of situational awareness that separates prepared practitioners from those caught unprepared by sudden market reversals.