Coke Historical Replay: 2020-01 to 2020-06
Replay 86 trading days of coking coal from January to June 2020, when prices swung 9.6% in a single session amid pandemic volatility. Step through each daily bar, face 15 decision points, and receive an AI coach review of your simulated choices.
86 daily bars · 15 decision points · 2020-01 to 2020-06 · Commodities
Key facts
This window spans 133 days with a peak-to-trough drawdown of 15.5% and a 22.1% run-up.
- Max drawdown
- −15.5%
- Max run-up
- +22.1%
- Duration
- 133 days
- Largest single-day move
- −9.6%
- Bars
- 86 Daily bars
- Decision points
- 15
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 early 2020, the coking coal market faced a defining stress test as the pandemic reshaped global commodity flows. From January 22 to June 3, 86 daily bars of authentic price action captured a market where industrial supply chains buckled and demand signals turned erratic. Coking coal, critical for steel production, moved within an environment where traditional correlations broke down and panic buying alternated with demand collapse. What was at stake was not merely price direction but the ability to maintain discipline when fundamentals offered conflicting signals.
The data reveals a market that tested every assumption. Prices closed the period at 1946 from an opening of 1859, a modest 4.7% gain that obscures far more violent internal moves. The maximum drawdown reached 15.5%, meaning any trader holding through volatility faced substantial unrealized losses. Most striking, a single session produced a 9.6% move, the kind of event that stops breath and triggers reactive decisions. Across these 86 trading days, 15 decision points emerged, with 5 marked as critical inflection moments where positioning determined outcomes for the remainder of the replay.
For decision training, this replay teaches that survival precedes profit. The 15.5% drawdown was survivable only with position sizing and risk limits in place before the volatility arrived. The 9.6% single-bar move demonstrates why stop protocols must be set in calm markets, not during fast-moving sessions. Fifteen decision points across 86 days means roughly one decision every six trading days, a pace that rewards preparation over reaction. The pandemic era remains the defining volatility case study for the 2020s, and navigating it demands both systematic process and psychological resilience.
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