Iron Ore Historical Replay: 2020-07 to 2020-10
Replay 66 turbulent daily bars of China's iron ore market from July 23 to October 30, 2020, capturing a 16.4% peak drawdown. You navigate 12 decision points (4 critical) day-by-day, then receive an AI coach review of each call in a simulated, educational replay.
66 daily bars · 12 decision points · 2020-07 to 2020-10 · Commodities
Key facts
This window spans 99 days with a peak-to-trough drawdown of 16.4% and a 11.7% run-up.
- Max drawdown
- −16.4%
- Max run-up
- +11.7%
- Duration
- 99 days
- Largest single-day move
- −6.7%
- 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 scene places you inside China's iron ore futures market during the summer and autumn of 2020, a period marked by exceptional volatility and booms in commodity prices. Over 66 trading days from July 23 to October 30, participants navigated an environment where prices swung violently, testing the resolve of even seasoned traders. The challenge was not simply to identify directional moves, but to manage positions through a 16.4% peak drawdown while confronting 12 decision points, four of which were designated as critical, high-stakes moments where the margin for error narrowed considerably.
What unfolded was a complex interplay of supply concerns, demand fluctuations, and market psychology that drove iron ore prices from a closing level of 845.5 to 794.5, representing a net decline of 6.0%. The market did not move in a straight line; it churned and careened, producing a largest single-bar move of 6.7% that could devastate unprotected positions or reward well-timed entries. This was not a quiet correction but a turbulent journey that demanded constant reassessment of risk exposure and market assumptions.
For decision training, this replay exposes the gap between analysis and execution. A 16.4% peak drawdown is not merely a number; it is an emotional crucible that reveals whether a trader will hold to process or abandon disciplined risk management under pressure. The four critical decision points scattered across the 66 daily bars serve as pressure valves, forcing learners to confront the psychology of loss aversion and the temptation to overtrade after volatility spikes. The lesson is clear: surviving volatile commodity markets requires pre-commitment to risk parameters, emotional detachment from individual bar outcomes, and the humility to adapt when the market delivers moves as large as 6.7% in a single session.