Iron Ore Historical Replay: 2017-11 to 2018-05
Replay 118 days of iron ore price action with a 21.9% drawdown and learn how to navigate volatility. Walk through historical sessions, make your own calls at decision points, and receive an AI coach review based on simulated capital.
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 21.9% and a 19.3% run-up.
- Max drawdown
- −21.9%
- Max run-up
- +19.3%
- Duration
- 177 days
- Largest single-day move
- +7.0%
- 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
In late 2017, iron ore entered a complex inflationary environment shaped by US dollar dynamics and commodity market forces. The six-month replay window spanning November 20, 2017 to May 16, 2018 captures a period where the ferrous market confronted conflicting signals: a weakening dollar supporting raw material prices against the backdrop of uncertain demand expectations. Participants entered a replay containing 118 daily bars, facing an asset class known for its sensitivity to macroeconomic shifts and supply disruptions.
The headline numbers reveal the deceptive nature of this market. Iron ore closed the period at 482.5 from an opening near 470, delivering a modest 2.7% return. Yet this figure masks substantial turbulence: a maximum drawdown of 21.9% tested portfolio resilience, while the largest single-bar move of 7.0% demanded split-second risk calibration. Across the 118 trading days, participants encountered 21 decision points, with 7 flagged as critical moments where directional conviction and position management carried outsized consequences.
This replay excels as a decision-training laboratory. The disconnect between modest net returns and severe interim losses forces confrontation with core trading challenges: how to size positions when volatility clusters, when to trust process versus react to pain, and how to distinguish between temporary dislocations and fundamental signals. Participants practice emotional regulation under drawdown pressure while refining their frameworks for identifying high-conviction entries within noisy price action. The historical authenticity grounds every lesson in market reality without risking actual capital.