Coke Historical Replay: 2021-03 to 2021-06
Coke prices surged 20.2% from 2021-03-25 to 2021-06-21, with a 7.4% single-day spike testing ferrous-market decision-making. Replay each daily bar, face 11 decision points, and get an AI coach review of your choices in this simulated educational scenario.
58 daily bars · 11 decision points · 2021-03 to 2021-06 · Commodities
Key facts
This window spans 88 days with a peak-to-trough drawdown of 20.3% and a 35.8% run-up.
- Max drawdown
- −20.3%
- Max run-up
- +35.8%
- Duration
- 88 days
- Largest single-day move
- +7.4%
- Bars
- 58 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
In the spring of 2021, coking coal markets faced a critical test as post-pandemic demand collided with lingering supply disruptions. The commodity, essential for steel production, experienced heightened volatility as traders navigated an uncertain recovery landscape. This 58-bar replay from March 25 to June 21 captures a pivotal chapter in ferrous markets, where each trading session brought fresh uncertainty about direction and risk.
The period delivered a substantial 20.2% price appreciation, with coking coal climbing from 2175.5 to 2616. Yet the journey was anything but smooth—a maximum drawdown of 20.3% tested traders' conviction and risk management discipline. The defining moment arrived when a single session produced a 7.4% move, forcing split-second decisions under pressure. Across the replay, 11 decision points awaited participants, with 4 deemed critical junctures where positioning decisions carried outsized consequences for portfolio outcomes.
This scenario sharpens several core trading competencies. First, it demands rigorous adherence to process when volatility spikes, preventing emotional capitulation during the 20.3% drawdown phase. Second, it reveals how single-day extremes—here 7.4%—can shatter portfolios unprepared for tail risk, emphasizing position sizing discipline. Third, the compressed timeline of 58 sessions with concentrated decision points trains psychological resilience, teaching traders to maintain analytical clarity when markets move violently against or in favor of their positions. Success requires balancing conviction in the directional thesis against the humility to adjust when evidence shifts.
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