Skip to main content

Rebar Historical Replay: 2018-11 to 2019-05

CommoditiesFerrousUSPolicy2018-11 to 2019-05Difficulty 2/5FreeView charts

Replay 116 daily bars of US ferrous markets from 2018-11-19 to 2019-05-15, when prices fell 3.5%. Step through 20 decision points and receive AI coach feedback on your simulated choices.

116K lines
20Decision points
2Difficulty
DailyGranularity

116 daily bars · 20 decision points · 2018-11 to 2019-05 · Commodities

Key facts

This window spans 177 days with a peak-to-trough drawdown of 15.2% and a 17.6% run-up.

Max drawdown
−15.2%
Max run-up
+17.6%
Duration
177 days
Largest single-day move
−7.9%
Bars
116 Daily bars
Decision points
20

Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology

How to play
  1. The market advances day by day. You only see candles up to the current day — as if you were really there.

  2. At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.

  3. 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 replay covers 116 daily bars from November 19, 2018 to May 15, 2019, placing traders inside a pivotal policy transition in the 2010s commodity markets. The US ferrous sector was adjusting to a shifting macroeconomic backdrop where monetary policy signals were being recalibrated. Participants faced the challenge of parsing policy cues and positioning appropriately as the Fed's stance evolved.

Over the period, prices moved from 3838 to 3704, a decline of 3.5%. Beneath that modest headline figure lay a rougher reality: the market experienced a maximum drawdown of 15.2% and a single-bar move of 7.9%. Navigating 20 decision points, including 7 critical junctures, required participants to process evolving information without the clarity of hindsight.

This replay sharpens decision-process skills in environments defined by uncertainty. The 15.2% drawdown reminds traders that position sizing and stop discipline are non-negotiable when volatility spikes unexpectedly. The 7.9% single-session swing tests emotional composure, showing how sudden moves can trigger reactive decisions that undermine sound strategy. With 7 critical decision points scattered across the timeline, the scenario underscores the importance of maintaining a disciplined framework rather than chasing price action. For training purposes, the lesson is clear: a repeatable process and clear risk limits matter more than predicting the next policy shift.