Hot-rolled Coil Historical Replay: 2017-11 to 2018-05
Replay 118 daily bars of US hot-rolled coil from 2017-11-20 to 2018-05-16, when a weak dollar met strong commodities and prices slid 4.5% on a 16.9% drawdown. Step through 21 decision points day-by-day, submit your calls, and receive an AI coach review of your reasoning. Simulated capital, educational use only.
118 daily bars · 21 decision points · 2017-11 to 2018-05 · Commodities
Key facts
This window spans 177 days with a peak-to-trough drawdown of 16.9% and a 11.3% run-up.
- Max drawdown
- −16.9%
- Max run-up
- +11.3%
- Duration
- 177 days
- Largest single-day move
- −7.5%
- Bars
- 118 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
The replay immerses traders in US hot-rolled coil from 2017-11-20 to 2018-05-16, a 118-bar stretch spanning the 2010s that captured an inflationary environment where a weakening dollar collided with strong commodity fundamentals. Participants entering this scenario face a market defined by macroeconomic crosscurrents: policy signals, currency pressures, and sector-specific demand dynamics all converging on a single industrial material. The stakes center on navigating directional uncertainty without the benefit of hindsight.
The numbers tell a story of turbulence masked by modest net change. The contract closed at 3810 after opening at 3990, registering a -4.5% decline over the period. Yet this headline figure obscures a rougher ride: a maximum drawdown of 16.9% tested positions severely, while the largest single-bar move of 7.5% demanded split-second risk calibration. Across 21 decision points, with 7 flagged as critical, traders confronted recurring inflection moments where conviction and capital management determined outcomes.
For decision training, this scenario excels at exposing the gap between analysis and execution. Participants learn that managing drawdowns requires both pre-trade discipline and in-trade flexibility. The 7.5% intrabar volatility teaches humility about prediction; the 16.9% peak-to-trough erosion tests commitment to process when the tape turns hostile. This replay is a laboratory for building the psychological resilience and systematic rigor that separate informed observers from disciplined practitioners capable of functioning under uncertainty.