Iron Ore Historical Replay: 2021-09 to 2021-12
Replay the 2021 iron-ore slump as prices fell from 730 to 609 in 54 daily bars. Walk through each session, face 10 decision points including 4 critical moments, and receive an AI coach review of your simulated choices.
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 35.9% and a 26.8% run-up.
- Max drawdown
- −35.9%
- Max run-up
- +26.8%
- Duration
- 84 days
- Largest single-day move
- −8.6%
- 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
The iron ore market in late 2021 presented one of commodities' most dramatic policy-driven corrections. As Chinese steel output controls tightened and environmental regulations intensified, iron ore—a critical input for infrastructure—faced mounting headwinds. The period from September to December 2021 became a test case for how regulatory signals can rapidly reprice an entire commodity complex. Players entering this replay face a market caught between structural demand shifts and government intervention, where traditional supply-demand logic was upended by policy directives.
What unspooled over 54 trading sessions was a sustained decline: prices fell from 730 to 609, a loss of -16.6%. The journey was brutal, with a maximum drawdown of 35.9% testing even defensive positions. A single session could swing as much as 8.6%, creating a high-volatility environment where risk management was as crucial as directional conviction. Ten decision points punctuated this decline, with four emerging as critical junctures where positioning choices could mean the difference between limiting losses or compounding them.
This replay sharpens decision-making under regulatory uncertainty, where policy signals can override technical setups. Participants learn to manage volatility spikes of 8.6% in a single bar, respecting the 35.9% maximum drawdown envelope. The four critical moments teach disciplined position sizing and emotional control when the market moves against you. Rather than predicting policy outcomes, the training focuses on process—how you respond to unexpected news, how you size positions, and how you maintain discipline through a -16.6% aggregate decline. This is the essence of decision training: not calling tops and bottoms, but building resilient frameworks for navigating markets where the rules themselves are changing.
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