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Coke Historical Replay: 2024-11 to 2025-02

CommoditiesFerrousUSPolicy2024-11 to 2025-02Difficulty 3/5FreeView charts

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.

58K lines
11Decision points
3Difficulty
DailyGranularity

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

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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, 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.