Hot-rolled Coil Historical Replay: 2018-02 to 2018-08
Replay six months of Hot-Rolled Coil trading spanning 2018-02 to 2018-08, when prices climbed 6.6% from 3958 to 4220 amid a 16.9% drawdown. Walk through 21 daily decision points, tackle 7 critical ones, and receive AI coach feedback on simulated educational trades.
120 daily bars · 21 decision points · 2018-02 to 2018-08 · Commodities
Key facts
This window spans 181 days with a peak-to-trough drawdown of 16.9% and a 24.2% run-up.
- Max drawdown
- −16.9%
- Max run-up
- +24.2%
- Duration
- 181 days
- Largest single-day move
- −7.5%
- 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
Hot-rolled coil occupies a critical junction in the ferrous metals supply chain, and in early 2018 the market faced a uniquely policy-sensitive environment. Over six months spanning February 9 to August 9, 2018, traders navigated 120 daily bars while policy signals generated recurring volatility. The stakes were considerable: steel producers, fabricators, and speculative participants all needed to decode shifting regulatory winds while managing capital exposure in a market that could move violently on news flow.
The six-month journey saw prices climb from 3958 to 4220, a modest 6.6% net gain that belied the turbulence underneath. The maximum drawdown of 16.9% tested any thesis that remained static, while the largest single-bar move of 7.5% demonstrated how quickly sentiment could swing. Across the data span, traders confronted 21 decision points, seven of which emerged as critical junctures where positioning and risk management made the difference between weathering volatility and significant underperformance.
This replay teaches that policy-driven markets demand both discipline and flexibility. The discrepancy between the final 6.6% appreciation and the 16.9% drawdown underscores that outcome alone does not measure skill; process does. Navigating seven critical moments requires a repeatable framework rather than reactive instincts, while the 7.5% intrabar shock reminds participants that tail risks demand pre-defined responses. For training purposes, the scenario isolates how psychological resilience and risk calibration interact when markets move on policy narratives rather than pure fundamentals.