Coking Coal Historical Replay: 2018-11 to 2019-05
Replay 116 daily bars of coking coal from November 2018 to May 2019, capturing a 21.2% drawdown and a 15.9% single-day swing. Walk through 20 decision points—including 7 critical ones—with an AI coach reviewing each move in a simulated educational environment.
116 daily bars · 20 decision points · 2018-11 to 2019-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 21.2% and a 19.8% run-up.
- Max drawdown
- −21.2%
- Max run-up
- +19.8%
- Duration
- 177 days
- Largest single-day move
- −15.9%
- Bars
- 116 Daily bars
- Decision points
- 20
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
From November 2018 to May 2019, the coking coal market navigated a treacherous landscape shaped by shifting monetary policy expectations and global trade tensions. This 116-day replay captures the raw volatility of a commodity market responding to macroeconomic uncertainty, where Federal Reserve signaling and dollar dynamics created unpredictable swings. Participants faced the challenge of navigating 20 decision points—7 of them critical—while the market tested their conviction and risk management discipline.
The numbers tell a stark story: the market closed essentially flat at 1383 to 1370, a modest -0.9% decline, yet this headline figure obscures violent intraperiod turbulence. The 21.2% maximum drawdown and 15.9% single-day moves reveal a market that punished indecision and rewarded those who could maintain composure under extreme pressure.
This scenario tests the psychological fortitude required to hold positions through outsized drawdowns without abandoning well-reasoned strategies. The critical lesson centers on managing risk effectively—not just through stop-losses, but through emotional resilience when markets move violently against initial assumptions. The gap between modest long-term returns and turbulent short-term experience underscores why disciplined process and clear pre-trade plans matter more than outcome predictions in volatile commodity environments.
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