Iron Ore Historical Replay: 2018-07 to 2018-10
Replay 66 daily bars from 2018-07-09 to 2018-10-16 as iron ore closed up 10.1% amid a 7.4% drawdown. You step through each session, face 12 decision points including 4 critical ones, and receive an AI coach review, all in a simulated educational environment.
66 daily bars · 12 decision points · 2018-07 to 2018-10 · Commodities
Key facts
This window spans 99 days with a peak-to-trough drawdown of 7.4% and a 12.6% run-up.
- Max drawdown
- −7.4%
- Max run-up
- +12.6%
- Duration
- 99 days
- Largest single-day move
- +3.7%
- Bars
- 66 Daily bars
- Decision points
- 12
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 iron ore market entered a period of elevated tension during the summer of 2018 as emerging market currencies weakened and trade war rhetoric intensified. Between July 9 and October 16, traders faced a complex macro environment where commodity prices reacted sharply to shifting sentiment. For market participants in the 2010s, navigating ferrous markets meant constantly reassessing supply-demand dynamics against broader geopolitical currents. The stakes were clear: maintain disciplined positioning while volatility tested conviction.
Over 66 daily bars, iron ore closed at 461.5 and eventually reached 508, delivering a 10.1% return. However, the path was anything but straight. A maximum drawdown of 7.4% tested risk management protocols, while the largest single-bar move of 3.7% underscored how quickly sentiment could swing. Participants encountered 12 decision points throughout this span, with 4 critical junctures demanding particularly careful calibration between conviction and caution. The oscillation between advance and retracement made passive holding insufficient and knee-jerk reactions costly.
This replay sharpens decision-training by confronting participants with the full arc: the anxiety of drawdowns, the discipline of holding during noise, and the judgment required at inflection points. Process matters more than outcome in training environments. Exposing traders to authentic volatility rhythms builds the psychological resilience and systematic rigor necessary when real capital is at stake. History rarely repeats, but the mental patterns forged through replay remain.