Iron Ore Historical Replay: 2016-09 to 2017-03
Replay the iron ore market across 114 daily bars from September 2016, when prices climbed 68.3% before a 17.3% drawdown tested nerves. You step through each day, face 20 decision points, and receive an AI coach review of every simulated choice.
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 17.3% and a 81.0% run-up.
- Max drawdown
- −17.3%
- Max run-up
- +81.0%
- Duration
- 173 days
- Largest single-day move
- +7.6%
- 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 iron ore market entered the final quarter of 2016 at a fragile moment. Across 114 daily bars spanning September 22, 2016 to March 14, 2017, traders navigated a period defined by major policy shifts and currency volatility. The US election outcome in November 2016 reshaped the macroeconomic landscape, sending the dollar sharply higher and putting commodity markets under pressure. Iron ore, denominated in dollars, faced a complex backdrop where supply dynamics, Chinese demand signals, and policy uncertainty all demanded constant reassessment.
The six-month journey delivered a striking price trajectory. Iron ore climbed from a close of 408 to 686.5, representing a gain of 68.3%. Yet the path was anything but smooth. A maximum drawdown of 17.3% tested conviction during corrections, while the largest single-bar move of 7.6% highlighted sudden sentiment shifts. Across this span, participants confronted 20 decision points, with 7 deemed critical moments where positioning choices carried heightened consequence.
This replay emphasizes process over prediction. Navigating a 68.3% advance while managing a 17.3% drawdown requires disciplined risk sizing and emotional equilibrium. The seven critical decision points simulate moments where conviction, flexibility, and exit discipline intersect. Traders learn that surviving volatility is not about avoiding losses but about maintaining a rational framework when markets swing 7.6% in a single session. The 2010s era framing underscores how policy-driven dollar movements can upend commodity assumptions overnight, making scenario preparation essential for disciplined decision-making.