Hot-rolled Coil Historical Replay: 2021-03 to 2021-06
Replay a 58-day hot-rolled coil window from March to June 2021, when the largest single-bar move reached 5.6%. You step through authentic daily bars, face 4 critical decision points, and receive an AI coach review of your simulated choices.
58 daily bars · 11 decision points · 2021-03 to 2021-06 · Commodities
Key facts
This window spans 88 days with a peak-to-trough drawdown of 24.9% and a 30.3% run-up.
- Max drawdown
- −24.9%
- Max run-up
- +30.3%
- Duration
- 88 days
- Largest single-day move
- +5.6%
- Bars
- 58 Daily bars
- Decision points
- 11
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 58‑day window from March 25 to June 21 2021 captures a tense period for hot‑rolled coil traders. As global infrastructure demand surged and supply chains tightened, the ferrous market faced a commodity shock that amplified intraday swings. Participants were forced to navigate a period where a single‑day move could exceed 5 % while the broader trend remained relatively flat, making timing and risk control especially critical.
Over the replay the contract closed at 5130 and ended at 5170, a modest net gain of 0.8 %. Beneath that thin headline move lay a more turbulent reality: the market experienced a maximum drawdown of 24.9 % and the largest single‑bar move reached 5.6 %. Across the 58 daily bars there were 11 decision points, four of which were flagged as critical moments where the direction could have shifted dramatically. The replay forces you to act on each of these points with real‑time data and to live with the consequences.
The scenario is a textbook case for decision training. It highlights the need for a disciplined process: sizing positions to survive a 24.9 % drawdown, using stop‑losses to protect against a 5.6 % intraday spike, and maintaining emotional composure at critical junctures. By confronting the psychological pressure of volatile moves without real capital at stake, you can refine your risk management framework and sharpen the judgment required to navigate commodity shocks in the 2020s.
Featured in the archive