Coking Coal Historical Replay: 2018-05 to 2018-08
Experience 62 daily bars of coking coal market history from May 10 to August 6, 2018, including an 11.6% drawdown. Replay each trading day, face 11 decision points, and receive AI coach feedback in this simulated educational environment.
62 daily bars · 11 decision points · 2018-05 to 2018-08 · Commodities
Key facts
This window spans 88 days with a peak-to-trough drawdown of 11.6% and a 8.9% run-up.
- Max drawdown
- −11.6%
- Max run-up
- +8.9%
- Duration
- 88 days
- Largest single-day move
- −5.1%
- Bars
- 62 Daily bars
- Decision points
- 11
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 scene unfolds in the coking coal market across the spring and summer of 2018, a period when escalating trade tensions between major economies cast a long shadow over global commodities. From May 10 to August 6, 2018, traders and analysts faced a landscape where the specter of protectionist policies threatened to disrupt established supply chains and demand patterns. Coking coal, a critical input for steelmaking, sat at the intersection of industrial demand and geopolitical uncertainty. The 2010s had already witnessed significant commodity market volatility, but this stretch presented participants with a test of how external political forces could reshape market psychology and pricing dynamics in ways that traditional technical analysis alone could not fully anticipate.
What transpired over those 62 daily bars proved instructive in the gap between expectation and reality. The market closed the period at 1231, down just -0.8% from its opening at 1241, a deceptively benign headline figure. Beneath that modest decline lurked considerably sharper moves: the maximum drawdown reached 11.6%, and the largest single trading day saw a 5.1% swing. Participants who entered the period focused solely on directional positioning would have found themselves whipsawed by sudden sentiment shifts. The market offered 11 decision points across the scenario, with 4 deemed critical moments where positioning choices carried amplified consequence for outcomes.
This replay serves as a laboratory for decision-making under structural uncertainty. The small net loss masks the psychological discipline required to navigate repeated drawdowns without abandoning sound process. Participants must practice calibrating position size against volatility regimes where single-day moves of 5.1% can materialize without warning. The 4 critical decision points train traders to distinguish between information requiring action and noise demanding patience. Risk management in such environments is less about predicting outcomes and more about building the resilience to execute strategy when emotions run high and the outcome remains genuinely uncertain.