Rebar Historical Replay: 2021-03 to 2021-06
Replay 58 days of 2021 rebar futures for a hands-on look at a 24.4% drawdown and a 5.9% single-bar shock. Step through each trading day, face 11 decision points including 4 critical ones, and get an AI coach review after every move in this simulated educational market replay.
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 24.4% and a 28.7% run-up.
- Max drawdown
- −24.4%
- Max run-up
- +28.7%
- Duration
- 88 days
- Largest single-day move
- +5.9%
- 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
Between March and June 2021, rebar futures became a case study in commodity market turbulence. This 58-day replay captures a moment when raw material markets were experiencing unusual pressure, with supply constraints and demand shifts creating volatile conditions. The scenario drops traders into a period where understanding ferrous metals dynamics could mean the difference between weathering a storm or being caught off guard by sharp reversals.
The numbers reveal the tension: prices moved from 4795 to 4889, delivering a modest 2.0% net gain over the span. Yet that headline figure masks the real story—a 24.4% maximum drawdown tested portfolios along the way. The most violent single session brought a 5.9% intraday shock, and participants faced 11 decision points, including 4 critical junctures where positioning choices carried amplified consequences. This asymmetry between modest final returns and turbulent intermediate experience defines what makes commodity trading demanding.
For decision training, this replay forces confrontation with several core challenges. Process discipline gets tested when drawdowns accumulate and the noise-to-signal ratio spikes. Risk calibration becomes critical—position sizing that feels appropriate in calm markets can prove reckless during shock episodes. Psychologically, the scenario asks whether a trader can maintain analytical objectivity while sitting through a 24.4% equity decline, even knowing the final outcome was positive. These are the competencies this historical episode sharpens, transferable across commodity markets and time periods.
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