Coking Coal Historical Replay: 2017-11 to 2018-05
Replay 118 daily bars of coking coal from 2017-11 to 2018-05, capturing a 22.9% drawdown and a 10.5% single-bar swing. Step through 21 decision points, make your calls, and receive an AI coach review in this simulated educational training exercise.
118 daily bars · 21 decision points · 2017-11 to 2018-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 22.9% and a 18.0% run-up.
- Max drawdown
- −22.9%
- Max run-up
- +18.0%
- Duration
- 177 days
- Largest single-day move
- −10.5%
- Bars
- 118 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
This scenario replays coking coal futures from November 2017 to May 2018 — a period when dollar weakness was fueling commodity strength globally. The market had to navigate shifting inflation expectations and supply dynamics while managing significant volatility. Players face 21 decision points, including 7 critical moments that test conviction and timing under pressure.
The data span of 118 daily bars captures a market that closed at 1271.5, up 5.0% from an opening of 1211, but the journey was far from smooth. The maximum drawdown reached 22.9%, meaning participants who entered at the wrong time could have experienced severe unrealized losses. The largest single-bar move of 10.5% underscores the explosive price swings that characterize ferrous markets during inflationary regimes.
This replay teaches that process discipline trumps directional conviction. A 22.9% drawdown tests emotional resilience and forces traders to confront whether their thesis or position sizing can survive extended adverse moves. The 10.5% single-bar volatility demands pre-defined risk controls rather than reactive decisions. For decision training, the value lies in experiencing these swings in simulation — building the psychological armor to hold to a sound process when markets move violently against you, and learning when conviction must yield to risk management.