Copper Historical Replay: 2002-11 to 2003-05
Replay 122 daily bars of a copper market cycle from late 2002, navigating 11.3% drawdowns and 4.0% single-day swings. Step through 21 decision points, including 7 critical ones, and receive an AI coach review of your reasoning in a simulated, educational environment.
122 daily bars · 21 decision points · 2002-11 to 2003-05 · Commodities
Key facts
This window spans 180 days with a peak-to-trough drawdown of 11.3% and a 14.3% run-up.
- Max drawdown
- −11.3%
- Max run-up
- +14.3%
- Duration
- 180 days
- Largest single-day move
- +4.0%
- Bars
- 122 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 replay drops traders into a copper market at a pivotal inflection point in late 2002, when the base metals complex was beginning to stir after a prolonged downturn. The scenario spans 122 daily bars from November 14, 2002 through May 13, 2003, placing participants directly in a market cycle that demanded both analytical clarity and emotional resilience. With 21 decision points woven through the data—7 of them flagged as critical—the stage is set for intensive, hands-on decision training.
The price trajectory tells a story of modest gains layered over meaningful turbulence. Opening at 0.71 and closing at 0.76 represents a 7.0% net appreciation over the period. Yet this headline number obscures the journey: participants weathered an 11.3% maximum drawdown and faced individual bars capable of swinging 4.0% in a single session. The market rewarded patience and disciplined risk management while punishing impulsive reactions to short-term volatility.
This scenario distills timeless lessons in trading process and psychology. Navigating an 11.3% drawdown without abandoning a sound strategy tests conviction; absorbing a 4.0% single-day move without capitulating examines emotional control. The 7 critical decision points serve as crucibles where theory meets pressure, forcing participants to articulate and defend their reasoning. For educational replay purposes, the historical context matters less than the cognitive patterns it exposes—anchoring, recency bias, and loss aversion all have room to manifest and be examined.
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