Iron Ore Historical Replay: 2020-11 to 2021-05
Replay 116 trading days as iron ore surged 32.2% from 887.5 to 1173 between late 2020 and May 2021. Walk through every session, face 20 decision points, and receive an AI coach review of your choices in this simulated educational environment.
116 daily bars · 20 decision points · 2020-11 to 2021-05 · Commodities
Key facts
This window spans 175 days with a peak-to-trough drawdown of 18.4% and a 54.1% run-up.
- Max drawdown
- −18.4%
- Max run-up
- +54.1%
- Duration
- 175 days
- Largest single-day move
- −9.8%
- Bars
- 116 Daily bars
- Decision points
- 20
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 opens in November 2020, when iron ore was already trading at elevated levels amid global stimulus programs and rebounding steel demand. The 2020s decade was just beginning, yet inflationary pressures were building across commodity markets. Participants entering this replay face a market shaped by post-pandemic reopening dynamics, where supply constraints met surging demand, creating conditions for significant price volatility.
Over 116 trading days from 2020-11-20 to 2021-05-14, iron ore advanced 32.2% from 887.5 to 1173. The journey was anything but smooth—a maximum drawdown of 18.4% tested risk discipline, while intraday swings reached 9.8% in the most volatile sessions. Participants confronted 20 decision points, seven of which proved critical to performance outcomes. This was a market that demanded constant calibration between conviction and caution.
Navigating this scenario reveals why process matters more than prediction. The 18.4% drawdown reminds traders that even trending markets punish poorly timed entries or oversized positions. The 9.8% single-bar moves underscore how headline risk can overwhelm fundamentals in the short term. Successful navigation requires managing position sizes around volatility, respecting stop levels during sharp reversals, and staying detached from the narrative of the moment. This replay trains the habit of systematic decision-making under uncertainty—a skill that transfers beyond any single market.