Rebar Historical Replay: 2011-02 to 2011-08
Replay 122 daily bars of the 2011 Chinese rebar market, from February 17 to August 11, when prices slid 4.4% peak-to-trough with a 7.5% drawdown. Step through each session, face 7 critical decision points, and receive AI coach review on your simulated choices.
122 daily bars · 21 decision points · 2011-02 to 2011-08 · Commodities
Key facts
This window spans 175 days with a peak-to-trough drawdown of 7.5% and a 6.6% run-up.
- Max drawdown
- −7.5%
- Max run-up
- +6.6%
- Duration
- 175 days
- Largest single-day move
- −2.4%
- 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
In early 2011, China's construction sector was navigating a complex landscape of policy signals and demand dynamics. Rebar, the backbone steel product for infrastructure and real estate, faced uncertainty as Beijing balanced growth support with inflation concerns. The six-month window from February to August presented traders and analysts with the challenge of reading momentum in a market defined by industrial cycles and macro policy inflection points. This period became a textbook case of how seemingly modest price moves can contain significant volatility and decision complexity.
The replay spans 122 daily bars from February 17 to August 11, 2011, tracking a decline from 5018 to 4799 — a cumulative drop of 4.4%. Yet the journey was more turbulent than the headline number suggests, with a maximum drawdown of 7.5% and a largest single-bar move of 2.4%. These figures illustrate how drawdown risk often exceeds the final outcome in range-bound markets, creating repeated moments where positions faced paper losses before partial or full recoveries. The period tested anyone's ability to manage risk under persistent downward pressure.
This replay offers a rigorous training ground for decision-makers confronting trending but non-drastic moves. Participants face 21 decision points, including 7 critical junctures where directional calls, sizing, and exit timing were put to the test. The session hones the ability to distinguish between noise and meaningful shifts, manage drawdown psychology, and maintain disciplined process when the cumulative loss is modest but the intraday swings feel consequential. The goal is not to predict but to build repeatable habits under uncertainty.