Coke Historical Replay: 2022-01 to 2022-06
Replay 90 daily bars of coking coal from January to June 2022, when prices surged 25.9% from 2914.5 to 3668 amid the Russia-Ukraine war shock. Work through 16 decision points day-by-day and receive an AI coach review of your simulated choices.
90 daily bars · 16 decision points · 2022-01 to 2022-06 · Commodities
Key facts
This window spans 140 days with a peak-to-trough drawdown of 23.1% and a 46.0% run-up.
- Max drawdown
- −23.1%
- Max run-up
- +46.0%
- Duration
- 140 days
- Largest single-day move
- +7.3%
- Bars
- 90 Daily bars
- Decision points
- 16
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 is a critical input for steelmaking, and the opening months of 2022 brought extraordinary uncertainty to commodity markets as geopolitical tensions escalated into open conflict. This replay covers 90 daily bars from January 17 to June 6, 2022, a period when the Russia-Ukraine war shattered assumptions about energy and raw-material supply chains. Participants must navigate a market driven by sudden geopolitical shocks and the psychological pressure of rapid price movements.
The market ultimately surged 25.9%, rising from 2914.5 to 3668, but the journey was far from smooth. The largest single-bar move reached 7.3%, while the maximum drawdown was 23.1%, meaning participants who entered at wrong moments faced substantial unrealized losses before any recovery. Across the 90 trading days, traders confronted 16 decision points, with 6 deemed critical—moments where positioning decisions carried outsized consequences for portfolio outcomes.
This scenario tests the ability to separate signal from noise during a genuine historical shock. The lesson is not about predicting geopolitical events but about process: maintaining disciplined risk management when volatility spikes, sizing positions appropriately for a 23.1% drawdown environment, and controlling emotional responses when 7.3% single-day swings test conviction. Decision training here focuses on building the habits that allow traders to survive and adapt when the macroeconomic backdrop shifts without warning.
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