Copper Historical Replay: 2021-11 to 2022-02
Replay 60 daily bars of copper from 2021-11-24 to 2022-02-18, a stretch capped by a 6.3% drawdown as inflation fears gripped base metals. Step through each session, tackle 11 decision points, and receive an AI coach review of your simulated choices.
60 daily bars · 11 decision points · 2021-11 to 2022-02 · Commodities
Key facts
This window spans 86 days with a peak-to-trough drawdown of 6.3% and a 11.5% run-up.
- Max drawdown
- −6.3%
- Max run-up
- +11.5%
- Duration
- 86 days
- Largest single-day move
- −4.0%
- Bars
- 60 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 final quarter of 2021 found copper traders navigating one of the most consequential policy pivots in recent memory. The Federal Reserve's shift toward a more hawkish stance on inflation sent ripples across commodity markets, with base metals caught in the crosscurrents of shifting rate expectations and supply concerns. Over the 2020s era, this period marked a critical test of how traders respond when the macro environment suddenly turns hostile. The stage was set for a replay that would challenge participants to manage positions through escalating uncertainty.
Between November 24, 2021 and February 18, 2022, copper closed virtually flat at 4.46 to 4.52, a modest 1.3% gain that masked significant intra-period turbulence. The market experienced a maximum drawdown of 6.3% and a largest single-bar move of 4.0%, underscoring how directional bets could be quickly unwound. Participants faced 11 decision points across 60 daily bars, with 4 deemed critical—moments where positioning and risk management made the difference between preserving capital and compounding losses. The flat net result punctuated how volatility alone does not translate to directional opportunity.
This replay offers a clinic in decision training. The 6.3% drawdown reminds practitioners that losing streaks are inevitable even in range-bound markets. The 11 decision points, particularly the 4 critical junctures, force participants to confront timing errors without the benefit of hindsight. Process becomes paramount: Did you define your risk tolerance before the scenario began? Did you adjust position size as volatility increased? The psychological dimension emerges most clearly when a 4.0% single-bar move threatens to derail a well-constructed thesis. Success here is measured not by predicting the next move but by maintaining disciplined execution through uncertainty.
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