Coke Historical Replay: 2022-11 to 2023-05
Across 118 daily bars from Nov 2022 to May 2023, coking coal plunged 16.9% with a 29.9% drawdown and a single-bar 7.5% swing. Replay each session, navigate 21 decision points, and receive an AI coach review in this simulated educational market-training scenario.
118 daily bars · 21 decision points · 2022-11 to 2023-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 29.9% and a 14.9% run-up.
- Max drawdown
- −29.9%
- Max run-up
- +14.9%
- Duration
- 177 days
- Largest single-day move
- −7.5%
- Bars
- 118 Daily bars
- Decision points
- 21
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 period of significant turbulence when the replay scenario begins on November 21, 2022. Spanning 118 daily bars through May 17, 2023, this historical period captures a commodity caught between shifting demand signals and macroeconomic uncertainty. Participants in this decision-training exercise face the challenge of navigating authentic market conditions while managing positions through a sequence of 21 decision points, seven of which represent critical inflection moments that could fundamentally alter outcomes.
The price trajectory tells a story of sustained pressure: coking coal fell from 2712 to 2255, a decline of -16.9%, while experiencing a maximum drawdown of 29.9%. What makes this period particularly demanding is not merely the directional move but the volatility embedded within it, with single-bar swings reaching 7.5%. These sharp intraday reversals tested the ability to maintain discipline when markets moved violently against positions, rewarding those who could distinguish temporary dislocations from structural shifts.
For decision training purposes, this scenario offers a valuable laboratory for examining risk management under stress. The depth of the drawdown forces participants to confront position sizing decisions before losses compound. The 7.5% single-bar volatility reminds traders that stop-loss discipline must account for normal market noise, not just expected moves. Psychologically, enduring a -16.9% decline with a 29.9% interim drawdown requires emotional resilience—the capacity to follow a process rather than react to recent performance. This historical episode, rooted in the 2020s, illustrates how commodity markets can punish extended bullish theses while simultaneously creating opportunities for those prepared with contingency plans.