Coke Historical Replay: 2020-02 to 2020-05
Relive 64 days of coking coal history as the 2020 pandemic crash drives a 15.5% drawdown. Step into each trading day, face 11 decision points, and get AI coach feedback on simulated choices.
64 daily bars · 11 decision points · 2020-02 to 2020-05 · Commodities
Key facts
This window spans 95 days with a peak-to-trough drawdown of 15.5% and a 9.8% run-up.
- Max drawdown
- −15.5%
- Max run-up
- +9.8%
- Duration
- 95 days
- Largest single-day move
- −9.6%
- Bars
- 64 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
Coking coal, a critical input for steel production, faced unprecedented disruption as the 2020 pandemic reshaped global commodity markets. From February 6 to May 11, 2020, traders navigated 64 daily bars of uncertainty as industrial demand collapsed and supply chains fractured. The stakes were high: understanding how this essential energy commodity behaves under extreme stress conditions.
The period saw coking coal prices decline from 1793.5 to 1726, a modest -3.8% overall drop that masks the true volatility beneath the surface. The market experienced a maximum drawdown of 15.5%, with a single trading day moving as much as 9.6% — a magnitude that would test even seasoned traders' risk management protocols.
This replay presents 11 decision points, 4 of them critical junctures, where participants must choose under pressure without knowing the outcome. The scenario trains traders to respect position sizing when drawdowns exceed expectations, to stay mentally composed when a single bar wipes out weeks of gains, and to recognize that headline returns often conceal the turbulence required to achieve them. Historical market data becomes a classroom for developing the disciplined processes that separate prepared traders from reactive ones.
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