Rebar Historical Replay: 2018-07 to 2018-10
Relive the 2018-07-09 to 2018-10-16 rebar crisis across 66 daily bars, where prices swung 7.5% and a single session moved 5.0%. Step through each day, weigh 12 decision points (4 critical), and receive an AI coach review of your simulated choices in this educational market replay.
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 10.3% and a 14.8% run-up.
- Max drawdown
- −10.3%
- Max run-up
- +14.8%
- Duration
- 99 days
- Largest single-day move
- −5.0%
- 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
In the summer of 2018, ferrous markets faced mounting pressure as emerging market stress rippled through global commodity channels. From July 9 to October 16, traders navigated 66 daily bars in an environment defined by uncertainty and shifting sentiment. The question on every participant's mind was not merely whether to hold or fold, but how to remain rational when the landscape itself kept changing.
The closing prices told a story of resilience and turbulence: what began at 3830 ended at 4117, a modest 7.5% gain that masked far wilder swings along the way. The maximum drawdown of 10.3% meant that paper losses at various points were substantial, while the largest single-bar move of 5.0% reminded everyone that individual sessions could deliver outsized shocks. Across this period, participants confronted 12 decision points, with 4 critical junctures demanding the sharpest judgment.
This replay distills those months into a decision-training laboratory. The key lessons center on process discipline: how to size positions when volatility is elevated, how to set stops that acknowledge 10.3% drawdowns without triggering prematurely, and how to maintain conviction through sessions that move 5.0% in a single day. Psychologically, the scenario tests whether you can treat each of the 12 nodes as an independent analytical exercise rather than chasing prior P&L. For anyone studying 2010s commodity cycles, this stretch offers a compressed case study in risk management under duress.