Hot-rolled Coil Historical Replay: 2016-09 to 2017-03
Replay 114 trading days of hot-rolled coil futures, watching price climb 37.8% from 2567 to 3538 amid sharp 8.2% swings. Step through daily decisions, tackle 7 critical checkpoints, and receive an AI coach review in this simulated educational scenario.
114 daily bars · 20 decision points · 2016-09 to 2017-03 · Commodities
Key facts
This window spans 173 days with a peak-to-trough drawdown of 14.4% and a 50.4% run-up.
- Max drawdown
- −14.4%
- Max run-up
- +50.4%
- Duration
- 173 days
- Largest single-day move
- +8.2%
- Bars
- 114 Daily bars
- Decision points
- 20
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 replay begins in late September 2016 as hot-rolled coil futures traders faced a shifting policy landscape. The period encompassed the US presidential election, subsequent dollar strength, and uncertainty around trade and infrastructure spending that would shape steel demand. With 20 decision points embedded across 114 trading days, participants must navigate a market where geopolitical events could move prices dramatically overnight.
What unfolded was a substantial 37.8% rally as prices climbed from 2567 to 3538. Yet the journey was anything but smooth—single-day swings of 8.2% tested risk management discipline, while a maximum drawdown of 14.4% would have challenged even seasoned traders' conviction. Seven critical checkpoints punctuate this replay, moments where policy announcements or market shifts demanded clear-headed position management.
This replay hones decision-making under uncertainty. Participants practice sizing positions when volatility reaches 8.2% in a single session, managing through 14.4% drawdowns without abandoning sound process, and distinguishing between noise and signal in a policy-driven market. The educational value lies not in predicting outcomes but in building the discipline to execute a consistent framework when external events create maximum psychological pressure.