Hot-rolled Coil Historical Replay: 2016-11 to 2017-05
Replay 120 daily bars of Chinese hot-rolled coil from 2016-11-18, navigating a -8.3% close and 25.7% max drawdown across 21 decision points. Step through each session, face 7 critical forks, and receive an AI coach review of your simulated choices.
120 daily bars · 21 decision points · 2016-11 to 2017-05 · Commodities
Key facts
This window spans 179 days with a peak-to-trough drawdown of 25.7% and a 21.3% run-up.
- Max drawdown
- −25.7%
- Max run-up
- +21.3%
- Duration
- 179 days
- Largest single-day move
- +8.2%
- Bars
- 120 Daily bars
- Decision points
- 21
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 late 2016, Chinese hot-rolled coil markets entered a period of heightened volatility as industrial demand signals and policy expectations created sharp intraday swings. This replay simulates 120 daily bars from November 18, 2016, placing participants directly into a market environment where direction was far from certain and macro headlines could move prices by several percentage points overnight.
The scenario compresses a -8.3% close decline from 3179 to 2916, but the journey was far from linear. Participants would have navigated a 25.7% maximum drawdown and faced individual bars moving as much as 8.2% in a single session. Across the replay, 21 decision points tested entries, exits, and position sizing, with 7 critical forks demanding deliberate choices under uncertainty.
For decision training, this scenario excels at exposing the gap between theoretical risk models and real market psychology. The combination of significant intrabar volatility and extended drawdown periods forces learners to confront how drawdowns feel in real time, not just in backtests. The 21 decision points provide repeated practice at the most critical moments: managing positions during adverse moves, resisting revenge trading after losses, and maintaining discipline when the trend remains unclear.