Coking Coal Historical Replay: 2016-11 to 2017-05
Replay a volatile 120-day ferrous market from 2016-11 to 2017-05, where prices swung within a 36.6% drawdown and the largest single-day move hit 13.8%. Step through 21 decision points, make your calls bar-by-bar, and receive an AI coach review — simulated capital, purely educational.
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 36.6% and a 19.3% run-up.
- Max drawdown
- −36.6%
- Max run-up
- +19.3%
- Duration
- 179 days
- Largest single-day move
- −13.8%
- 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, coking coal futures entered a period of extraordinary turbulence on Chinese commodity markets. From November 18, 2016 through May 16, 2017, traders faced 120 daily bars across a market that would test every aspect of discipline and judgment. The 2010s commodity cycle had already produced significant volatility, but this particular window demanded participants navigate extreme price swings while managing risk across 21 decision points, seven of which would prove critical to outcomes. The stakes were clear: understanding how to survive and adapt when market conditions shift violently.
The numbers tell a stark story. Prices collapsed from 1485 to 1029, a decline of 30.7%, while the market experienced a maximum drawdown of 36.6%. A single trading session saw a breathtaking 13.8% move, demonstrating the kind of intraday violence that can quickly erode capital or create tempting but dangerous opportunities. Those who failed to respect volatility found themselves caught in cascading losses, while those with disciplined risk management could potentially find value in the chaos.
This replay session teaches enduring lessons about market survival. The 13.8% single-bar move illustrates why position sizing cannot be an afterthought—when markets move that far in one session, oversized bets become existential threats. The 36.6% drawdown reminds participants that large adverse moves are not historical curiosities but real possibilities requiring pre-planned responses. Perhaps most critically, navigating 21 decision points through such turbulence isolates the difference between following a process and gambling on outcomes. The educational value lies in practicing steady decision-making when every instinct screams to act on emotion rather than evidence.