Coking Coal Historical Replay: 2022-01 to 2022-06
Replay ninety days of coking coal markets from January to June 2022, when prices climbed 30.9% amid wartime disruption. Step through each daily bar, face sixteen decision points, and receive an AI coach review on 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 23.8% and a 49.8% run-up.
- Max drawdown
- −23.8%
- Max run-up
- +49.8%
- Duration
- 140 days
- Largest single-day move
- +9.3%
- 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.
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- Rebar Historical Replay: 2022-01 to 2022-062022 · Lv.2
- Coke Historical Replay: 2022-01 to 2022-062022 · Lv.4
- Coking Coal Historical Replay: 2022-01 to 2022-062022 · Lv.5
Event Replay
What happened — and what it teaches
Coking coal markets in early 2022 faced unprecedented uncertainty as geopolitical tensions escalated in Eastern Europe. The commodity, essential for steel production, operates in a relatively thin market where supply disruptions can trigger sharp price reactions. This replay spans 90 daily bars from January 17 to June 6, 2022, placing participants in real-time positions where each decision carried weight.
Prices climbed from 2197 to 2876, a gain of 30.9% over the six-month period. The journey was far from linear—a maximum drawdown of 23.8% tested conviction, while the largest single-bar move of 9.3% demanded split-second risk management. Participants faced 16 decision points, including 6 critical junctures where directional bias could make or break performance.
This scenario sharpens the ability to manage positions through volatile regimes where geopolitical headlines collide with technical signals. The 23.8% maximum drawdown teaches patience and discipline, asking whether to hold through pain or rotate exposure. The 9.3% single-bar spike reminds us that position sizing before volatility events matters more than directional precision. Decision training here focuses on building process consistency—documenting thesis, monitoring conviction decay, and respecting risk parameters even when momentum feels overwhelming.
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