Iron Ore Historical Replay: 2018-02 to 2018-08
Replay a volatile 2018-02 to 2018-08 iron-ore market where prices swung within a 20.3% drawdown. Walk through 21 decision points across 120 daily bars and receive AI coach feedback on your choices in this simulated historical training scenario.
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 20.3% and a 17.7% run-up.
- Max drawdown
- −20.3%
- Max run-up
- +17.7%
- Duration
- 181 days
- Largest single-day move
- −6.2%
- 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
Between February and August 2018, iron ore entered a turbulent phase that tested even seasoned commodities traders. Over 120 daily trading bars spanning six months, participants navigated a market where policy signals and macroeconomic uncertainty created rapid shifts in sentiment. The scenario presented 21 decision points—7 of them critical junctures where positioning and risk management could mean the difference between protecting capital or absorbing significant losses.
Price action reflected this volatility: iron ore closed the period at 514, down 1.8% from an opening near 523.5. Yet the headline figure masks a more violent internal journey. The market experienced a maximum drawdown of 20.3%, meaning any disciplined risk management protocol would have been essential. A single trading session delivered a 6.2% move—enough to wipe out careless positions or reward those with pre-defined exit strategies. The 7 critical decision points scattered throughout the 120-day window represent moments where historical traders faced consequential choices under pressure.
This replay emphasizes why process matters more than prediction. The 20.3% drawdown and 6.2% single-bar volatility remind us that commodities markets can extend far beyond comfortable expectations, testing the emotional discipline of any participant. Navigating 21 decision points requires a framework that accounts for sequential risk—the possibility that a correct directional call can still result in forced liquidation before the thesis develops. Successful trainees learn to predefine their responses to volatility spikes rather than improvising when capital is already at risk.