Rebar Historical Replay: 2010-04 to 2010-07
Replay the 2010 rebar selloff: 60 daily bars captured a brutal 18.9% max drawdown as EU debt fears hit ferrous markets. Walk through each session, face 4 critical decision points, and receive an AI coach review of your simulated choices.
60 daily bars · 11 decision points · 2010-04 to 2010-07 · Commodities
Key facts
This window spans 88 days with a peak-to-trough drawdown of 18.9% and a 3.5% run-up.
- Max drawdown
- −18.9%
- Max run-up
- +3.5%
- Duration
- 88 days
- Largest single-day move
- −4.1%
- 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 scenario immerses traders in the ferrous commodities market during the spring and early summer of 2010, spanning from April 9 to July 6. As the EU debt crisis escalated, it created cascading uncertainty across global commodity markets. Rebar, a critical steel input, found itself caught in the maelstrom as industrial demand expectations shifted dramatically. This 60-bar daily replay captures a period when what had seemed like stable market conditions could unravel without warning, placing participants in the position of navigating an environment where established assumptions were being tested daily.
The price trajectory over this period tells a stark story. Rebar declined from 4848 to 3964, a -18.2% erosion of value. The maximum drawdown reached 18.9%, while the largest single-bar move of 4.1% underscored moments when intraday volatility spiked violently. Eleven decision points were embedded throughout, with four designated as critical moments where positioning decisions carried heightened consequence. Each daily bar represented not merely a price point but a judgment call about risk tolerance, conviction, and timing in an environment where the directional bias was firmly negative.
For decision training, this replay excels at testing three core competencies. First, process discipline: participants must execute a consistent analytical framework despite mounting losses. Second, risk calibration: the 18.9% drawdown forces honest assessment of position sizing and stop-loss philosophy. Third, psychological resilience: holding or adding during a sustained decline requires managing fear and the seductive appeal of trend-following exits. The scenario rewards those who separate emotional reaction from systematic evaluation, making it a valuable exercise in building the mental frameworks that distinguish experienced market participants.