Coke Historical Replay: 2018-06 to 2018-09
Step into 68 trading days of coking coal's 2018-06-21 to 2018-09-25 replay, where a 16.7% max drawdown meets a sharp 5.5% single-bar swing. You move day by day through 12 decision points, receive an AI coach review, and learn how the simulated trade war reshaped ferrous markets.
68 daily bars · 12 decision points · 2018-06 to 2018-09 · Commodities
Key facts
This window spans 96 days with a peak-to-trough drawdown of 16.7% and a 34.4% run-up.
- Max drawdown
- −16.7%
- Max run-up
- +34.4%
- Duration
- 96 days
- Largest single-day move
- −5.5%
- Bars
- 68 Daily bars
- Decision points
- 12
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 the summer of 2018, the ferrous commodities market faced a pivotal test as trade tensions reshaped global supply and demand expectations. This 68-trading-day replay spans from June 21 to September 25, placing you inside the daily decisions that defined one of the decade's most volatile periods for coking coal. With 12 decision points—4 marked as critical—the scenario captures the moment when geopolitical risk became inseparable from commodity pricing.
The numbers tell a story of turbulence masked by a modest net result. Coking coal closed the period at 2316, up 8.7% from 2131, yet this headline figure obscures a 16.7% maximum drawdown and a single-bar swing of 5.5%. Such volatility demands more than directional conviction; it tests a trader's ability to survive the journey rather than simply picking a starting and ending point. The gap between peak and trough shaped outcomes more than the final close.
This replay teaches that process matters more than prediction. Navigating a 16.7% drawdown while managing 5.5% intraday shocks requires disciplined position sizing, predefined exit criteria, and emotional resilience. The 4 critical decision points simulate moments when the war narrative intersected with technical levels, forcing real-time judgment calls. For training purposes, the value lies not in anticipating headlines but in building consistent habits that perform under uncertainty.