Hot-rolled Coil Historical Replay: 2014-08 to 2015-01
Replay 98 daily bars of US hot-rolled coil from August 2014 to January 2015, watching price slide 16.8% from 3176 to 2644. Step through 17 policy-driven decision points, get an AI coach review, and learn risk management using simulated capital.
98 daily bars · 17 decision points · 2014-08 to 2015-01 · Commodities
Key facts
This window spans 147 days with a peak-to-trough drawdown of 16.8% and a 7.7% run-up.
- Max drawdown
- −16.8%
- Max run-up
- +7.7%
- Duration
- 147 days
- Largest single-day move
- +6.5%
- Bars
- 98 Daily bars
- Decision points
- 17
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 the second half of 2014, US hot-rolled coil faced mounting pressure as global steel overcapacity weighed on commodity markets. This replay covers 98 daily bars from August 26, 2014 to January 20, 2015, a period when policy uncertainty and trade dynamics reshaped industrial material pricing. Participants navigate this era as it unfolded, with no hindsight advantage.
The market delivered a sustained downward arc: prices fell 16.8% from 3176 to 2644, with a maximum drawdown matching that decline. The largest single-day swing reached 6.5%, illustrating how policy-driven volatility can exceed expectations. Across 17 decision points, 6 marked critical inflection moments demanding clear risk assessment and position management.
This scenario trains participants to maintain discipline when trending markets extend beyond comfort zones. The 16.8% decline tests position sizing, stop-loss discipline, and the psychological challenge of holding through systematic drawdowns. Processing information flow under uncertainty—without knowing the ultimate outcome—develops the habits that separate reactive traders from principled decision-makers. Success here is measured by process integrity, not by predicting the exact bottom.
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