Copper Historical Replay: 2021-04 to 2021-07
Replay copper's 2021 base-metals surge across 62 daily bars, including a 13.0% drawdown and a 6.5% single-day spike. Step through each session, tackle 4 critical decision points out of 11, and receive an AI coach review in a simulated educational training environment.
62 daily bars · 11 decision points · 2021-04 to 2021-07 · Commodities
Key facts
This window spans 89 days with a peak-to-trough drawdown of 13.0% and a 18.6% run-up.
- Max drawdown
- −13.0%
- Max run-up
- +18.6%
- Duration
- 89 days
- Largest single-day move
- +6.5%
- Bars
- 62 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
In the spring of 2021, copper futures entered a pronounced uptrend driven by post-pandemic demand recovery and supply constraints across global base-metals markets. The replay scenario spans 62 daily bars from April 9 to July 7, placing participants inside a sustained boom environment where commodities traders weighed stimulus-driven consumption against tightening supply chains. The task was to navigate this volatile phase with disciplined position management and clear risk awareness.
The closing price moved from 4.05 to 4.33, delivering a 6.9% net gain — modest relative to the journey required to capture it. Beneath the headline figure lay a 13.0% drawdown, meaning unrealized losses at various points exceeded the final profit. The period also produced a 6.5% single-bar spike, testing traders' ability to hold positions through sudden momentum bursts without panic-selling or over-leveraging. Across the replay, 11 decision points were embedded, of which 4 were flagged as critical nodes where directional conviction, sizing, or risk controls would determine whether the net gain was actually locked in.
For educational training, this scenario sharpens the core trio of process, risk, and psychology. The boom tag signals that directional bias may have been justified, yet a 13.0% drawdown reminds students that trend-following without robust risk management erodes capital even in profitable trades. The 6.5% single-bar move forces reflection on emotional control under intraday volatility. Each of the 4 critical decision points serves as a mirror: did the participant add risk at the wrong time, cut the position prematurely, or maintain a journal-driven process that survived the pullback? The lesson is that outcomes in trending markets are shaped less by prediction and more by the consistency of execution discipline.
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