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Coking Coal Historical Replay: 2019-11 to 2020-05

CommoditiesFerrousUSPandemic2019-11 to 2020-05Difficulty 3/5FreeView charts

Step into 116 daily bars of coking coal from 2019-11 to 2020-05, where prices slid 11.0% and volatility spiked with a 10.1% single-day move. You replay each session, tackle 7 critical decision points, and receive AI coach feedback in a simulated, educational environment.

116K lines
20Decision points
3Difficulty
DailyGranularity

116 daily bars · 20 decision points · 2019-11 to 2020-05 · Commodities

Key facts

This window spans 176 days with a peak-to-trough drawdown of 19.7% and a 13.0% run-up.

Max drawdown
−19.7%
Max run-up
+13.0%
Duration
176 days
Largest single-day move
−10.1%
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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 replay immerses you in 116 daily bars of coking coal, a critical input for steelmaking, spanning from November 20, 2019 through May 14, 2020. The scenario bridges the late 2010s into the early pandemic-disrupted months of the 2020s, a period when global commodity markets faced unprecedented uncertainty as supply chains and industrial demand rapidly shifted.

The price trajectory tells a story of sustained pressure: coking coal fell from 1266 to 1127, a decline of -11.0%. The journey was far from smooth, with a maximum drawdown of 19.7% and a largest single-bar move of 10.1% that would have tested even experienced traders. Across these 116 sessions, you encounter 20 decision points, with 7 deemed critical moments where positioning and risk management decisions carried heightened consequence.

For decision training, this scenario excels at exposing the gap between intellectual understanding of risk and its lived experience. The sharp single-day move and persistent drawdown teach that volatility is not merely a statistic but a test of process and psychology. Navigating this environment requires disciplined risk assessment, clear contingency planning, and emotional composure when positions move against expectations. Historical market episodes like this one offer invaluable classrooms for building those competencies without real capital at stake.