Hot-rolled Coil Historical Replay: 2015-11 to 2016-03
Replay 96 trading days of hot-rolled coil from November 2015 through March 2016 as prices climbed 34.9%. Walk through each daily bar, tackle 6 critical decision points, and receive an AI coach review of your simulated choices in this educational market replay.
96 daily bars · 17 decision points · 2015-11 to 2016-03 · Commodities
Key facts
This window spans 141 days with a peak-to-trough drawdown of 9.6% and a 42.5% run-up.
- Max drawdown
- −9.6%
- Max run-up
- +42.5%
- Duration
- 141 days
- Largest single-day move
- −7.2%
- Bars
- 96 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
The market under examination was hot-rolled coil, a foundational steel product with far-reaching industrial implications. Spanning 96 trading days from November 2015 through March 2016, this period coincided with the Federal Reserve's December 2015 rate hike and a strengthening US dollar—forces that rippled through global commodities. Participants entering this replay faced a complex macro backdrop where monetary policy shifts threatened to reshape demand dynamics and price trajectories across the steel supply chain.
The closing price climbed from 1771 to 2389, delivering a 34.9% return over the data span. Yet the journey proved far from linear: the maximum drawdown reached 9.6%, and the largest single-bar move hit 7.2%, reflecting the volatility inherent in a market buffeted by policy surprises and dollar fluctuations. Across these 96 daily bars, traders confronted 17 decision points—6 of them critical junctures where directional conviction and risk calibration determined whether one captured the trend or surrendered gains to whipsaw.
This replay distills lessons in process discipline, risk awareness, and psychological resilience. The 9.6% drawdown reminds us that even trending markets punish impatient risk-taking. The 7.2% single-day swings test whether participants have pre-defined exit thresholds or react emotionally to sudden moves. Navigating 17 decision points across 96 bars demands consistent methodology rather than hindsight-driven improvisation—an essential skill for anyone studying historical market behavior without falling into the trap of ex-post rationalization.
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