Coke Historical Replay: 2019-08 to 2019-11
Replay 58 daily bars of a US ferrous coke market where prices fell 7.0% from 1950 to 1814 between August and November 2019. Step through each trading day, face 11 decision points including 4 critical ones, and receive an AI coach review of your simulated choices.
58 daily bars · 11 decision points · 2019-08 to 2019-11 · Commodities
Key facts
This window spans 89 days with a peak-to-trough drawdown of 15.3% and a 7.9% run-up.
- Max drawdown
- −15.3%
- Max run-up
- +7.9%
- Duration
- 89 days
- Largest single-day move
- −4.8%
- Bars
- 58 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
This scenario replays 58 daily bars of the US ferrous coke market during the 2010s trade war tensions between August and November 2019. Geopolitical uncertainty cast a long shadow over commodity markets as tariff escalation raised questions about demand prospects and supply chain stability. Participants step into this environment to experience how external shocks propagate through industrial raw material markets and test trading discipline under pressure.
Prices declined from 1950 to 1814, a -7.0% move that unfolded unevenly across the period. The market experienced a maximum drawdown of 15.3%, meaning participants who entered wrong-footed would have watched positions move substantially against them. The largest single-bar move of 4.8% underscores how quickly sentiment can shift, catching both inexperienced and seasoned traders off guard. Navigating 11 decision points, including 4 critical junctures, required traders to read evolving signals without the benefit of hindsight.
The scenario sharpens decision-making under uncertainty, where process matters more than outcome. Participants learn to size positions knowing a 15.3% drawdown is possible, not probable. Emotional regulation becomes essential when 4.8% single-day swings test conviction. The core lesson: disciplined risk management and clear pre-trade criteria protect capital when geopolitical noise obscures the fundamental picture. Historical replays like this train the habit of separating signal from sentiment in volatile markets.