Coke Historical Replay: 2024-11 to 2025-02
Between 2024-11-26 and 2025-02-24, coking coal fell 11.2% across 58 daily bars. Replay each session, tackle 11 decision points including 4 critical ones, and receive an AI coach review in this educational market simulation.
58 daily bars · 11 decision points · 2024-11 to 2025-02 · Commodities
Key facts
This window spans 90 days with a peak-to-trough drawdown of 11.9% and a 6.9% run-up.
- Max drawdown
- −11.9%
- Max run-up
- +6.9%
- Duration
- 90 days
- Largest single-day move
- −4.1%
- 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.
Related scenarios
- Coke Historical Replay: 2024-11 to 2025-052024 · Lv.4
- Coking Coal Historical Replay: 2024-11 to 2025-052024 · Lv.4
- Hot-rolled Coil Historical Replay: 2024-11 to 2025-052024 · Lv.2
- Iron Ore Historical Replay: 2024-11 to 2025-052024 · Lv.2
- Rebar Historical Replay: 2024-11 to 2025-052024 · Lv.2
- Coke Historical Replay: 2024-07 to 2025-012024 · Lv.4
Event Replay
What happened — and what it teaches
Coking coal, a critical input for steelmaking, faced a volatile period from late 2024 through early 2025. The market was navigating post-election macroeconomic uncertainty, currency dynamics, and policy signals that directly impact commodity demand. Participants had to process competing information streams while managing exposure in a physically-backed market known for sharp reversals.
Across 58 daily bars spanning 2024-11-26 to 2025-02-24, coking coal declined from 1909.5 to 1695.5, a drop of -11.2%. The maximum drawdown reached 11.9%, with the largest single-day move hitting 4.1%. This translated into 11 decision points, of which 4 were classified as critical, demanding traders either commit to positions or adjust their risk exposure under time pressure.
This scenario sharpens several core competencies. First, it forces disciplined position sizing: a -11.2% move with 4.1% single-bar volatility demands respect for risk parameters. Second, it reveals how policy-driven narratives can mask underlying supply-demand mechanics, requiring traders to distinguish signal from noise. Third, the 4 critical decision points simulate real psychological pressure—participants must act without the comfort of hindsight, building muscle memory for high-stakes moments.
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