Rebar Historical Replay: 2021-10 to 2022-01
Replay 68 turbulent days of Chinese rebar from October 2021 to January 2022, navigating regulation shocks and an 8.2% single-bar surge. Step through each session, face four critical decision points, and receive an AI coach review of your simulated choices.
68 daily bars · 12 decision points · 2021-10 to 2022-01 · Commodities
Key facts
This window spans 96 days with a peak-to-trough drawdown of 17.5% and a 15.1% run-up.
- Max drawdown
- −17.5%
- Max run-up
- +15.1%
- Duration
- 96 days
- Largest single-day move
- −8.2%
- 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
In late 2021, Chinese steel markets faced a sweeping regulatory crackdown. Rebar, the construction steel product central to infrastructure and property development, was caught in a storm of policy intervention designed to curb production and control raw material costs. This 68-day replay—spanning October 21, 2021 to January 25, 2022—simulates the turbulence traders and risk managers navigated as authorities wielded supply-side controls and price guidance. Participants face the task of positioning themselves through a period defined by unpredictable policy signals and market volatility.
The numbers reveal the severity of the environment. Rebar closed the period at 4722 down from an opening of 4976, a decline of 5.1%. Yet the headline figure masks violent internal swings: the market endured a maximum drawdown of 17.5% and an extraordinary single-day surge of 8.2%. Against this backdrop, traders encountered 12 decision points, four of them critical—moments where directional conviction and risk calibration determined whether capital survived or eroded. The gap between entry and exit barely tells the story; the journey through each session does.
The educational power of this replay lies in its emphasis on process over prediction. Regulation-driven markets resist forecasting because policy intent and market response rarely align neatly. Participants learn to manage exposure before certainty emerges, set predefined risk thresholds, and avoid compounding losses through emotional reactions to sudden spikes. The 8.2% single-bar move serves as a stark reminder that tail risk is not theoretical in commodity markets. Practicing within this historical scenario builds the disciplined habits—position sizing, stop-loss adherence, emotional neutrality—that separate structured decision-making from speculation under pressure.
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