Iron Ore Historical Replay: 2020-06 to 2020-09
Replay 64 daily bars of the 2020 iron ore rebound from June 22 to September 21, navigating a 14.7% drawdown amid 6.7% single-bar swings. You step through each decision point day by day, receive AI coach review, and explore historical price action in a simulated environment.
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 14.7% and a 23.6% run-up.
- Max drawdown
- −14.7%
- Max run-up
- +23.6%
- Duration
- 91 days
- Largest single-day move
- −6.7%
- 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 iron ore market in mid-2020 occupied a pivotal moment as global commodity markets attempted to recover from pandemic-induced disruptions. From June 22 to September 21, 2020, traders faced 64 daily bars of price action during a period when industrial demand signals were mixed and supply chains remained uncertain. This historical replay captures the tension between economic reopening optimism and the practical challenges of executing trades through volatile swings.
What unfolded was a modest net gain of 3.0% (from 753.5 to 776) that concealed dramatic internal turbulence. The maximum drawdown of 14.7% tested every trader's conviction, while the largest single-bar move of 6.7% demanded Split-second risk decisions. With 11 decision points embedded across four critical junctures, the scenario forced participants to navigate both directional uncertainty and position management under pressure.
This replay teaches that survival in volatile commodity markets requires disciplined process over prediction. The 14.7% drawdown reminds us that drawdowns are inevitable even when the net outcome is positive. The 6.7% single-bar volatility exposes how position sizing and pre-defined exit rules prevent emotional paralysis. Finally, the 64-bar journey demonstrates that successful trading across the 2020s demands psychological resilience—sticking to a plan when every bar feels uncertain, yet remaining adaptable when the market delivers surprises.
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