Iron Ore Historical Replay: 2021-04 to 2021-07
Replay the 2021 iron ore surge from April through July, when prices climbed 16.6% to 1182.5 across 56 daily bars. Step into 10 decision points including 4 critical ones, trade day-by-day with simulated capital, and receive an AI coach review of your reasoning.
56 daily bars · 10 decision points · 2021-04 to 2021-07 · Commodities
Key facts
This window spans 81 days with a peak-to-trough drawdown of 25.6% and a 32.2% run-up.
- Max drawdown
- −25.6%
- Max run-up
- +32.2%
- Duration
- 81 days
- Largest single-day move
- −9.0%
- Bars
- 56 Daily bars
- Decision points
- 10
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
In spring 2021, iron ore futures became the focal point of global commodity markets as China's infrastructure-driven demand collided with supply uncertainties. The April-to-July window captures a period when steel mills rushed to secure inputs ahead of seasonal demand peaks while seaborne supply remained unpredictable. For traders and analysts, this scenario represents a stress test of conviction, timing, and risk discipline in a market notorious for sharp reversals.
The replay period spans 56 daily bars, with prices advancing 16.6% from 1014 to 1182.5. Yet this seemingly straightforward uptrend concealed a max drawdown of 25.6% and occasional single-bar swings of 9.0%, creating multiple whipsaw opportunities for the unwary. Navigating 10 decision points—including 4 critical junctures—demanded traders either commit to the directional thesis or gracefully step aside when evidence turned ambiguous.
This scenario sharpens the distinction between prediction and process. The 25.6% drawdown teaches that even correct directional calls can destroy accounts if position sizing ignores volatility. Each decision point becomes a mirror: Did you define entry and exit rules before the bar opened? Did you adjust when the market disagreed? The scenario rewards those who treat uncertainty as information rather than threat—adapting stops, scaling exposure, and accepting that not every bar deserves action.
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