Hot-rolled Coil Historical Replay: 2020-06 to 2020-09
Replay 64 daily bars of hot-rolled coil pricing from June 22 to September 21, 2020, and feel a 9.3% drawdown test your nerves. Step through each authentic session, make decisions at 11 branching points, and let an AI coach review your simulated choices.
64 daily bars · 11 decision points · 2020-06 to 2020-09 · Commodities
Key facts
This window spans 91 days with a peak-to-trough drawdown of 9.3% and a 13.4% run-up.
- Max drawdown
- −9.3%
- Max run-up
- +13.4%
- Duration
- 91 days
- Largest single-day move
- −2.3%
- Bars
- 64 Daily bars
- Decision points
- 11
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 setup: Hot-rolled coil is the benchmark steel product that signals industrial health across construction, automotive, and manufacturing supply chains. Between June and September 2020, this market faced the unique turbulence of post-lockdown demand recovery—factories restarting, supply chains reconfiguring, and commodity prices swinging between pent-up demand and lingering uncertainty. This scenario tests your ability to navigate a ferrous market during one of the most volatile reopening periods in recent memory.
What happened: Over 64 daily bars from June 22 to September 21, 2020, the close moved from 3631 to 3661, a modest 0.8% gain. Yet this headline figure masks significant intraperiod stress—a maximum drawdown of 9.3% tested positions hard, and the largest single-bar move of 2.3% showed that volatility clusters can appear without warning. With 11 decision points across 4 critical junctures, this was not a smooth ride but a sequence of choices that compounded into outcome.
What it teaches: The core lesson is that surviving drawdowns matters more than capturing every spike. A 9.3% peak-to-trough decline asks whether your process, position sizing, and psychological tolerance align with the reality of volatile commodity markets. The 2.3% single-bar move reminds us that tail moves concentrate risk in ways historical averages obscure. Decision training here is not about predicting direction but about building the discipline to act consistently when the chart turns hostile.
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