Coke Historical Replay: 2018-07 to 2018-10
Replay 66 turbulent days of US ferrous markets from July to October 2018, watching prices climb 20.6% amid historic volatility. Step through every daily decision point and receive an AI coach review of each move in a simulated, educational environment.
66 daily bars · 12 decision points · 2018-07 to 2018-10 · Commodities
Key facts
This window spans 99 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
- 99 days
- Largest single-day move
- −5.5%
- Bars
- 66 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, US ferrous markets navigated one of the decade's most challenging stretches as emerging market pressures rippled across commodity sectors. The replay covers 66 trading days from July 9 to October 16, 2018, a period when supply-demand dynamics and geopolitical uncertainty combined to create rapid, unpredictable price swings. Traders entering this environment faced the difficult task of positioning themselves without clear visibility into how events would unfold.
Prices climbed from 2031 to 2449 over the period, delivering a 20.6% gain that rewarded those who held appropriate directional exposure. Yet the path was anything but linear—markets endured a maximum drawdown of 16.7% and saw individual daily moves reach 5.5%. The 12 decision points woven through the replay, including 4 critical junctures, forced participants to repeatedly reassess positions as momentum shifted and sentiment changed course.
This scenario excels as a training ground for managing volatility and drawdown. The 16.7% peak-to-trough decline demonstrates how quickly paper profits can erode, testing both stop-loss discipline and conviction. The 5.5% single-bar volatility reveals how noise can obscure signal, rewarding traders who maintain process over impulse. For learners, the value lies in experiencing these dynamics without financial risk—building the emotional resilience and systematic approach needed when real capital is at stake.