Coking Coal Historical Replay: 2020-06 to 2020-09
Replay a 64-day ferrous coking coal window from June to September 2020, capturing a 7.9% close-to-close rise within a 4.2% drawdown. Walk each session, tackle four critical decision points, and receive an AI coach review of your simulated choices.
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 4.2% and a 9.7% run-up.
- Max drawdown
- −4.2%
- Max run-up
- +9.7%
- Duration
- 91 days
- Largest single-day move
- +2.5%
- 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 coking coal market entered a notable phase during the summer of 2020, a period when global commodity prices were adjusting to post-pandemic economic reopening. Over 64 daily trading bars spanning from June 22 to September 21, 2020, traders faced a landscape marked by shifting demand signals and supply uncertainties. This window in the 2020s captures a segment where ferrous commodities began recovering from early-year disruptions, making it a rich case study for understanding market dynamics during economic transitions.
The session revealed a steady upward trajectory, with prices climbing from 1176.5 to 1269.5, representing a 7.9% close-to-close appreciation. The journey was not linear, however, as the market experienced a maximum drawdown of 4.2% and witnessed its largest single-bar movement of 2.5%. Eleven decision points peppered this window, four of which proved critical for positioning. This period demonstrated that sustained gains can emerge even within constrained volatility parameters, rewarding disciplined participants who navigated the rhythm of the market.
For decision training, this replay underscores the importance of position management when facing modest but consistent upside. The 4.2% drawdown constraint demands disciplined risk controls, while the absence of extreme single-day moves suggests that patience and incremental adjustment may serve traders better than dramatic tactical shifts. Navigating the four critical junctures requires balancing conviction with flexibility, reminding participants that even in favorable trending environments, psychological resilience and process adherence determine long-term outcomes.
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