Coking Coal Historical Replay: 2018-06 to 2018-09
Step into a 68-day coking coal replay where prices fell through an 8.2% drawdown amid sharp 5.4% swings. You navigate the market bar by bar, make calls at 12 decision points, and receive AI coach feedback in a simulated training environment.
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 8.2% and a 18.0% run-up.
- Max drawdown
- −8.2%
- Max run-up
- +18.0%
- Duration
- 96 days
- Largest single-day move
- +5.4%
- 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, coking coal traded on Chinese commodity markets entered a period of heightened turbulence. Over 68 daily bars spanning June to September, participants faced a market that would ultimately deliver a modest 7.9% return, yet demanded far more from those navigating its twists. The scene captures a market caught between supply dynamics and seasonal demand shifts, where the stakes extended beyond mere price speculation to encompass risk management discipline under pressure.
What unfolded was a study in volatility masquerading as a trending market. Prices opened at 1184 and closed the period at 1278, delivering that 7.9% appreciation. However, this journey included an 8.2% maximum drawdown and moments of acute pressure when single-day moves reached 5.4%. Participants encountered 12 decision points—four deemed critical—where positioning choices carried amplified consequences. The gap between entry and exit told only part of the story; the texture of the journey itself tested every trader's methodology.
The scenario distills essential lessons for decision training: volatility is not merely an obstacle but the medium through which edge must be extracted. Navigating an 8.2% drawdown without abandoning sound process, recognizing when single-bar moves represent noise versus signal, and maintaining composure through periods of 5.4% daily swings—these constitute the practical curriculum. Twelve decision points provide repeated practice in the discipline that separates methodical adaptation from reactive capitulation, making this replay a demanding training ground for anyone serious about developing systematic approaches to volatile commodity markets.