Rebar Historical Replay: 2020-09 to 2020-12
Walk through 74 trading days of pandemic-era rebar from September to December 2020, when prices climbed 14.3% to close at 4291. Step into the chart day by day, face 13 decision points including 5 critical ones, and receive an AI coach review of your simulated choices.
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 6.2% and a 26.6% run-up.
- Max drawdown
- −6.2%
- Max run-up
- +26.6%
- Duration
- 111 days
- Largest single-day move
- +3.4%
- 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
Rebar futures during the autumn and winter of 2020 presented traders with a quintessential pandemic-era challenge. Over 74 trading days spanning September 4 to December 24, market participants faced a commodity market characterized by pandemic uncertainty, supply disruptions, and shifting demand expectations. The scenario captures a period when ferrous markets were absorbing the lingering effects of global lockdowns while anticipating infrastructure stimulus measures, creating an environment where directional conviction was difficult to maintain and volatility kept participants on edge.
The price trajectory tells a story of sustained recovery: rebar climbed from 3754 to 4291, delivering a 14.3% return over the period. Yet this ascent was far from linear. A maximum drawdown of 6.2% tested risk management discipline, while the largest single-bar move of 3.4% demanded composure during sudden intraday reversals. Across the 74 daily bars, traders encountered 13 decision points—five of them critical junctures where positioning and conviction could mean the difference between capturing the trend and being shaken out before the move materialized.
This replay trains traders to balance process against outcome during uncertain markets. Participants must practice sizing decisions relative to a documented maximum drawdown tolerance, resisting the urge to overtrade during volatile stretches. The scenario also surfaces the psychological dimension: staying disciplined when 3.4% single-bar swings create emotional pressure, and maintaining systematic thinking across the 13 decision points rather than reacting to each bar in isolation. Historical accuracy grounds every simulation in observable market behavior, making the coaching feedback directly relevant to how positions would have actually unfolded.