Rebar Historical Replay: 2017-11 to 2018-05
Replay 118 daily bars of rebar trading from 2017-11-20 to 2018-05-16, navigating a 20.8% max drawdown and a 6.9% single-bar swing. Make decisions at 21 points, 7 critical, and receive an AI coach review in a simulated, educational replay of historical markets.
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 20.8% and a 16.0% run-up.
- Max drawdown
- −20.8%
- Max run-up
- +16.0%
- Duration
- 177 days
- Largest single-day move
- −6.9%
- 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
This replay transports traders into the ferrous markets of the 2010s, spanning 118 daily bars from 2017-11-20 to 2018-05-16. The era was defined by shifting dollar dynamics and commodity inflation pressures, creating an environment where traditional correlations were tested. Participants faced the challenge of navigating US rebar prices through a period where the macro backdrop was characterized by a weakening US dollar supporting commodity strength, setting the stage for significant intraday volatility that would demand disciplined decision-making.
The closing prices reveal a deceptively calm outcome: rebar settled at 3677 from an opening of 3696, a mere -0.5% decline over the full period. Yet this tranquil net result masked violent intermediate swings. The max drawdown reached 20.8%, and the largest single-bar move hit 6.9%, meaning participants who failed to respect position sizing or stop discipline could have seen their simulated accounts severely impaired. Across 21 decision points, with 7 deemed critical, traders were repeatedly tested on whether their process could survive periods where the market moved sharply against positions before eventually stabilizing.
This scenario excels as a training ground for process over prediction. The 20.8% drawdown teaches that surviving adverse periods is a prerequisite to capturing eventual moves, and the 6.9% single-bar volatility underscores why mechanical stops or volatility-adjusted position sizing matter. Psychologically, the challenge is holding to a sound process when drawdowns mount and market noise suggests capitulation. Educational replay participants learn that managing risk is not about avoiding losses entirely but about ensuring no single sequence of losses disables future participation.