Iron Ore Historical Replay: 2021-09 to 2022-01
Replay 68 turbulent days of iron ore from September 2021 onward, when prices swung up to 8.6% in a single session. Step through each daily bar, face 12 decision points, and receive an AI coach review of your simulated choices.
68 daily bars · 12 decision points · 2021-09 to 2022-01 · Commodities
Key facts
This window spans 103 days with a peak-to-trough drawdown of 35.9% and a 40.6% run-up.
- Max drawdown
- −35.9%
- Max run-up
- +40.6%
- Duration
- 103 days
- Largest single-day move
- −8.6%
- Bars
- 68 Daily bars
- Decision points
- 12
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 scenario covers iron ore markets during the early 2020s, specifically from September 29, 2021 to January 10, 2022, spanning 68 daily bars of trading data. This was a period when inflation concerns and shifting central bank policies created widespread uncertainty across commodity markets. Iron ore, as a critical input for steel production, was especially sensitive to changing economic outlooks and global demand expectations. Stepping into this historically turbulent stretch, participants must navigate an environment where established assumptions were being constantly challenged.
The numbers reveal a deceptive outcome. Despite 68 days of trading, iron ore closed virtually flat, moving from 694 to 699.5, a mere 0.8% gain. Yet the journey was anything but calm. The maximum drawdown reached 35.9%, meaning any position entered at the wrong moment could have suffered devastating losses. The largest single-bar move hit 8.6%, demonstrating how quickly sentiment could reverse within a single session. Twelve decision points were embedded throughout, with four deemed critical, forcing participants to repeatedly reassess their positions against false breakouts and sharp reversals.
This replay teaches that surviving volatility requires more than directional conviction. A 35.9% drawdown tests the emotional resilience of any trader, while an 8.6% single-session swing challenges position sizing discipline. Participants learn to separate signal from noise, avoid overtrading during uncertainty, and respect risk limits even when confident. The lesson is not about predicting commodity moves but about building the procedural rigor and psychological stamina needed to operate effectively when the market's direction is genuinely uncertain.
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