Coking Coal Historical Replay: 2023-07 to 2023-10
Relive a 64-day coking coal stretch where prices swung 23.7% between July and October 2023. Step through each daily bar, tackle eleven decision points with AI coach review, and learn the policy-driven mechanics in a simulated replay environment.
64 daily bars · 11 decision points · 2023-07 to 2023-10 · Commodities
Key facts
This window spans 95 days with a peak-to-trough drawdown of 13.1% and a 40.8% run-up.
- Max drawdown
- −13.1%
- Max run-up
- +40.8%
- Duration
- 95 days
- Largest single-day move
- −7.0%
- 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 2023-07-24 to 2023-10-27 window captures coking coal at a crossroads. Prices started at 1472.5 amid a complex backdrop of yen weakness and dollar strength, with policy dynamics shaping supply-demand expectations across the 2020s. Market participants faced the challenge of navigating an environment where macroeconomic forces and policy signals created uncertainty about near-term direction. The stakes were significant: positioning for or against a potential policy-driven shift in a commodity critical to steel production.
The 64 trading days delivered a 23.7% price swing to 1821, a move punctuated by a 13.1% maximum drawdown and a 7.0% largest single-bar swing. This 1821 close represented a substantial reversal from the initial weakness, testing traders' ability to hold positions through volatile stretches. Eleven decision points emerged throughout the period, with four reaching critical importance where conviction and risk management were put to the test. The concentration of these inflection moments within the 64-day span made the experience particularly instructive for studying how policy signals drive commodity volatility.
This replay sharpens decision-making skills that transfer across markets. Navigating the 13.1% drawdown required discipline and process, not just directional conviction. The 7.0% single-bar moves demonstrate how any strategy can face sudden stress, making position sizing and contingency planning essential. The four critical decision points underscore that market environments shift rapidly, demanding both analytical rigor and psychological flexibility. By working through these bars in simulation, participants build the habits of reviewing their reasoning, managing risk under pressure, and maintaining composure when outcomes deviate from expectations.