Rebar Historical Replay: 2013-11 to 2014-05
Replay 110 daily bars of the US ferrous rebar market from 2013-11-22 to 2014-05-12, when close fell 11.6%. Walk through 19 decision points, including 7 critical ones, and receive an AI coach review of your simulated choices.
110 daily bars · 19 decision points · 2013-11 to 2014-05 · Commodities
Key facts
This window spans 171 days with a peak-to-trough drawdown of 15.2% and a 6.3% run-up.
- Max drawdown
- −15.2%
- Max run-up
- +6.3%
- Duration
- 171 days
- Largest single-day move
- −4.9%
- Bars
- 110 Daily bars
- Decision points
- 19
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 US ferrous rebar market in late 2013 presented traders with a complex macro environment shaped by dollar strength and shifting sentiment. This historical replay spans 110 daily bars from 2013-11-22 to 2014-05-12, placing participants squarely in the 2010s era when commodity markets faced headwinds from currency dynamics. The scenario challenges traders to navigate a declining market across 19 decision points, including 7 critical junctures where directional conviction would be tested under pressure.
Over the full data span, rebar prices fell 11.6% from 3614 to 3193, a sustained decline that tested both technical and fundamental conviction. The journey was anything but smooth, with maximum drawdown reaching 15.2%, creating periods where positions would have shown significant unrealized losses. The largest single-bar move of 4.9% demonstrates the volatility spikes that can emerge during trend reversals, demanding careful position management throughout.
This replay exposes the psychological strain of shorting or reducing exposure in a falling market, where each decision point forces traders to reaffirm or abandon their thesis. The gap between the 11.6% total decline and the 15.2% max drawdown highlights how drawdown risk can exceed headline losses, a critical lesson for risk calibration. Participants learn that surviving prolonged downturns requires disciplined process, clear pre-defined risk limits, and the emotional resilience to execute decisions consistently across 7 critical moments without second-guessing.
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