Coking Coal Historical Replay: 2018-02 to 2018-08
Replay six months of coking coal through a 22.9% drawdown and a 10.5% single-day spike across 120 daily bars. Step into 21 decision points, receive an AI coach review after each one, and learn how policy shocks historically moved the ferrous complex in a simulated, educational environment.
120 daily bars · 21 decision points · 2018-02 to 2018-08 · Commodities
Key facts
This window spans 181 days with a peak-to-trough drawdown of 22.9% and a 16.0% run-up.
- Max drawdown
- −22.9%
- Max run-up
- +16.0%
- Duration
- 181 days
- Largest single-day move
- −10.5%
- 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
The coking coal market in early 2018 presented traders with a complex landscape where policy signals and macroeconomic uncertainty converged. Spanning 120 daily bars from February 9 to August 9, 2018, this six-month period demanded constant calibration as supply-side reforms intersected with shifting demand expectations. The 2010s ferrous complex was particularly sensitive to policy announcements, making coking coal a challenging asset class where positioning ahead of regulatory developments could mean the difference between preservation and erosion of capital.
The numbers tell a story of volatility that tested even disciplined approaches. The market closed the period at 1276, down 5.9% from an opening level of 1356. Yet this headline figure obscures the true journey: a maximum drawdown of 22.9% revealed the depth of sentiment swings, while a single-day move of 10.5% captured moments when policy headlines overwhelmed orderly price discovery. Across 21 decision points, seven emerged as critical junctures where market direction pivoted sharply, demanding that participants reassess both their directional thesis and risk parameters in real time.
For decision training purposes, this replay illustrates how policy-driven markets punish rigid positioning and reward adaptive frameworks. The 22.9% drawdown serves as a stark reminder that stop-loss discipline must account for clustered volatility rather than assuming normal distribution of returns. The 10.5% intraday spike demonstrates why liquidity management matters profoundly when binary policy events can overwhelm technical levels. With seven critical decision points embedded within 21 total checkpoints, participants learn that the quality of process matters far more than the outcome of any single trade in environments where exogenous shocks can override fundamental analysis.