Iron Ore Historical Replay: 2016-07 to 2016-10
Replay 68 turbulent days from July to October 2016 as iron ore climbed 18.5% to 502. Face 12 decision points across a 21.8% drawdown in a simulated educational environment, then receive an AI coach review of your historical choices.
68 daily bars · 12 decision points · 2016-07 to 2016-10 · Commodities
Key facts
This window spans 104 days with a peak-to-trough drawdown of 21.8% and a 27.6% run-up.
- Max drawdown
- −21.8%
- Max run-up
- +27.6%
- Duration
- 104 days
- Largest single-day move
- −12.8%
- Bars
- 68 Daily bars
- Decision points
- 12
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 summer of 2016, iron ore found itself navigating a treacherous path. The commodity opened around 423.5 in mid-July and faced 68 trading days of mounting pressure through late October. With a documented maximum drawdown exceeding one-fifth of its value, participants entering this period knew the stakes: any position would be tested by volatility capable of generating single-bar swings of 12.8%. The market offered no easy answers, only the promise that conviction would eventually be rewarded or punished.
The final scorecard showed iron ore climbing 18.5% to reach 502 by October 31. Yet the path was anything but smooth—a peak-to-trough decline of 21.8% challenged every held position, and the largest single-bar move of 12.8% reminded traders that intraday emotion can overwhelm even sound analysis. Across 12 decision points, including four critical junctures, participants confronted the recurring dilemma of whether to reduce exposure during drawdowns or add to positions expecting mean reversion. The aggregate outcome rewarded patience, but the journey demanded psychological resilience.
This replay serves as a laboratory for disciplined decision-making under uncertainty. It forces participants to confront the gap between max drawdown tolerance and actual behavior, to question position sizing assumptions when 12.8% single-day moves occur, and to examine whether conviction is grounded in process or merely hope. By experiencing these 68 days in simulation, learners can build habits of risk management and emotional regulation without real-world consequences, preparing them for future markets where the stakes are genuine.
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