Rebar Historical Replay: 2020-11 to 2021-05
Replay 116 trading days of US rebar futures surging 41.8% from 3977 to 5641 across the 2020–2021 inflation rally. Step through each decision point, weigh the volatility, and receive an AI coach review of your simulated choices.
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 8.6% and a 59.7% run-up.
- Max drawdown
- −8.6%
- Max run-up
- +59.7%
- Duration
- 175 days
- Largest single-day move
- +5.9%
- 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 scenario immerses you in US rebar futures during a period of intensifying inflation concerns, spanning from November 20, 2020 to May 14, 2021. This 116-day window captures a commodities market under pressure from supply constraints, fiscal stimulus, and an accelerating economic recovery. Participants face the challenge of navigating a market where macroeconomic forces are reshaping price dynamics in real time.
Over this stretch, rebar prices climbed from 3977 to 5641, delivering a 41.8% return that tested every participant's conviction. The journey was far from smooth, with a maximum drawdown of 8.6% reminding traders that trends do not move in straight lines. Occasional sharp single-day swings of 5.9% added psychological pressure, while 20 decision points—7 of them critical—demanded disciplined execution throughout.
This replay sharpens the ability to manage risk amid powerful directional moves, where the temptation to overtrade or underweight volatility can erode even the best thesis. The scenario forces honest reflection on position sizing, the cost of hesitation, and emotional control when markets move violently against you. Each simulated choice is a lesson in calibrating confidence against uncertainty, preparing traders for real market environments where conviction and prudence must coexist.