Iron Ore Historical Replay: 2016-11 to 2017-05
Replay 120 turbulent daily bars of China's ferrous market from 2016-11 to 2017-05, capturing a 38.5% max drawdown and a 16.1% single-day spike. Step through 21 decision points in this simulated historical session and receive an AI coach review of each call.
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 38.5% and a 37.1% run-up.
- Max drawdown
- −38.5%
- Max run-up
- +37.1%
- Duration
- 179 days
- Largest single-day move
- −16.1%
- 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, China's ferrous market entered a period of intense volatility as the commodities supercycle narrative collided with policy uncertainty and seasonal demand shifts. The 2016-11 to 2017-05 window captured a critical transition phase where iron ore prices became a focal point for traders navigating supply dynamics, inventory cycles, and macroeconomic signals. This historical replay session immerses participants in 120 turbulent daily bars, forcing them to confront the complexity of positioning in a market known for its sensitivity to both micro and macro forces.
The session delivered a stark lesson in volatility: prices declined 16.3% from 551 to 461 over the period, while participants weathered a maximum drawdown of 38.5%. The market's capacity for sudden dislocation was underscored by a single-day move of 16.1%, a magnitude capable of destroying poorly hedged positions overnight. Navigating through 21 decision points, including 7 critical moments, required traders to demonstrate both analytical precision and emotional steadiness under pressure.
For decision training, this replay exemplifies why process discipline trumps outcome chasing in volatile commodity markets. The 38.5% max drawdown teaches that position sizing and risk limits must account for tail events, not just expected ranges. The 16.1% single-bar spike reminds traders that liquidity and sentiment can override fundamentals in the short term. Psychologically, sessions like this build the resilience needed to avoid panic selling at lows or reckless doubling down after spikes—behaviors that transform volatility into permanent capital loss rather than recoverable drawdown.