Coke Historical Replay: 2020-06 to 2020-09
Replay 64 daily bars of the 2020 ferrous coke rally, where prices ended nearly flat despite a 7.7% drawdown. Step through each session, face 11 decision points with 4 critical, and receive an AI coach review of every move.
64 daily bars · 11 decision points · 2020-06 to 2020-09 · Commodities
Key facts
This window spans 91 days with a peak-to-trough drawdown of 7.7% and a 10.8% run-up.
- Max drawdown
- −7.7%
- Max run-up
- +10.8%
- Duration
- 91 days
- Largest single-day move
- −3.4%
- 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
The second quarter of 2020 marked a volatile chapter for ferrous markets as global stimulus measures rippled through commodity chains. This replay immerses you in the 2020 coke rally spanning from June 22 to September 21, covering 64 daily bars that capture the market's attempt to recover from pandemic disruptions. You will step through 11 decision points, including 4 critical junctures where directional conviction and risk management intersect directly with your simulated capital. The challenge: navigating a period where the macro narrative promised reflation but price action told a far more nuanced story.
What unfolded over those three months was a classic example of false breakout energy in commodities. Prices began the replay near 1954 and closed at 1949.5, delivering a net change of just -0.2%. Yet this flat outcome concealed significant turbulence beneath the surface. The maximum drawdown reached 7.7%, meaning peak-to-trough losses would have tested even disciplined traders, while the largest single-bar move of 3.4% signaled moments where volatility could punish emotional responses. The market spent much of the summer range-bound, oscillating between hope and hesitation as macro signals conflicted with micro supply-demand realities.
For decision training purposes, this replay is a masterclass in the gap between narrative and price. The lesson is not about predicting direction but about building the habits that survive ambiguous environments. Traders must practice sizing positions against a known maximum drawdown, maintaining discipline when a 3.4% single-bar move triggers fear, and questioning whether their thesis aligns with what the market is actually doing. Process discipline, not prediction accuracy, determines who survives periods like this.
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