Hot-rolled Coil Historical Replay: 2021-09 to 2021-12
Replay 54 turbulent trading days when hot-rolled coil plunged 20.2% from 5893 to 4703. Step through each session, face 10 decision points under regulatory pressure, and receive AI coach review in this simulated educational replay.
54 daily bars · 10 decision points · 2021-09 to 2021-12 · Commodities
Key facts
This window spans 84 days with a peak-to-trough drawdown of 26.5% and a 8.9% run-up.
- Max drawdown
- −26.5%
- Max run-up
- +8.9%
- Duration
- 84 days
- Largest single-day move
- +5.2%
- Bars
- 54 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 the autumn of 2021, China's hot-rolled coil market faced intense regulatory pressure as authorities moved to cool commodity prices and address supply-demand imbalances. The market, which had been riding high on post-pandemic demand, suddenly confronted a new reality where policy intervention could swiftly reverse sentiment and pricing dynamics. This replay places you at the heart of 54 trading sessions where every decision carried weight against the backdrop of shifting regulatory signals.
Over the data span from September 9 to December 2, 2021, hot-rolled coil prices fell from 5893 to 4703, a decline of 20.2%. The market experienced a maximum drawdown of 26.5%, with volatility punctuated by single-session moves of up to 5.2%. Ten decision points were embedded throughout this period, four of them critical junctures where directional conviction and risk management were put to the ultimate test.
This replay teaches that regulatory risk is a distinct category of market exposure requiring its own analytical framework. Participants must grapple with incomplete information, rapidly shifting sentiment, and the psychological challenge of holding positions as drawdowns extend toward uncomfortable levels. The experience hones the ability to distinguish between temporary policy noise and sustained trend changes, while reinforcing disciplined position sizing and emotional composure when facing a 26.5% peak-to-trough decline in simulated conditions.
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