Rebar Historical Replay: 2010-11 to 2011-02
Step into a 62-day ferrous replay from 2010-11-25 to 2011-02-28, with rebar climbing 4.6% amid a 6.1% drawdown. You make calls at 11 decision points and receive an AI coach review, all with simulated capital.
62 daily bars · 11 decision points · 2010-11 to 2011-02 · Commodities
Key facts
This window spans 95 days with a peak-to-trough drawdown of 6.1% and a 12.0% run-up.
- Max drawdown
- −6.1%
- Max run-up
- +12.0%
- Duration
- 95 days
- Largest single-day move
- +2.4%
- 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
The scene opens in late November 2010, at a moment of heightened tension in commodity markets. The period spanning from 2010-11-25 to 2011-02-28 captures a transitional phase for ferrous markets, where policy signals and macroeconomic uncertainty created an environment demanding both tactical precision and strategic patience. Traders and analysts following this segment faced the challenge of navigating price volatility without clear directional momentum.
What unfolded over these 62 trading days was a measured advance: rebar prices rose from 4683 to 4899, a gain of 4.6%, yet this trajectory was far from smooth. The market experienced a maximum drawdown of 6.1%, with individual daily swings reaching as large as 2.4%. Navigating these fluctuations required participants to manage risk at 11 decision points, four of which proved critical to outcomes.
This replay offers a classroom in disciplined decision-making under uncertainty. The modest overall gain against a relatively contained drawdown illustrates how patient position management can preserve capital during ambiguous periods. The presence of sharp single-day moves serves as a reminder that volatility clusters unpredictably, testing emotional resilience as much as analytical skill. Trainees working through this scenario practice calibrating position sizes, respecting stop-loss discipline, and avoiding reactive decisions when prices swing abruptly.