Iron Ore Historical Replay: 2020-09 to 2020-12
Replay 74 turbulent pandemic-era daily bars on iron ore as prices climbed from 850 to 1036 between September and December 2020. Walk through each trading day, face 13 decision points with AI coach review using simulated capital only.
74 daily bars · 13 decision points · 2020-09 to 2020-12 · Commodities
Key facts
This window spans 111 days with a peak-to-trough drawdown of 10.7% and a 50.5% run-up.
- Max drawdown
- −10.7%
- Max run-up
- +50.5%
- Duration
- 111 days
- Largest single-day move
- −7.7%
- Bars
- 74 Daily bars
- Decision points
- 13
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 final quarter of 2020 found iron ore trading in extraordinary conditions. A global pandemic had reshaped supply chains and demand patterns simultaneously, creating a market where the usual anchors of price discovery were under stress. For a ferrous commodity priced around 850 at the open of this replay, the stakes were clear: participants needed to navigate a historically volatile window while managing real capital risk in a market where both longs and shorts faced sharp reversal potential.
This 74-bar daily replay captures the journey from 850 to 1036, a gain of 21.9 percent over roughly four months. The path was anything but smooth—participants faced a maximum drawdown of 10.7 percent along the way, and the largest single session moved 7.7 percent. Thirteen decision points were embedded in the sequence, with five deemed critical moments where positioning choices had outsized consequences for the simulated outcome. The market tested conviction repeatedly, rewarding those who had a process for handling intraday gaps and trend reversals alike.
What this replay teaches is that survival in volatile ferrous markets depends on separating process from outcome. The 13 decision points are not arbitrary checkpoints; they are designed to force deliberate thinking before the noise of price action clouds judgment. Whether a participant found themselves on the right side of the 10.7 percent pullback or wrong-footed by the 7.7 percent single-bar spike, the lasting lesson lies in the quality of the decision framework applied—not the P&L number itself.