Hot-rolled Coil Historical Replay: 2021-11 to 2022-02
Replay 60 daily bars of hot-rolled coil from November 2021 to February 2022, navigating a 6.9% drawdown amid shifting inflation signals. Walk through authentic decision points, commit your simulated trades, then receive an AI coach review of your historical reasoning.
60 daily bars · 11 decision points · 2021-11 to 2022-02 · Commodities
Key facts
This window spans 91 days with a peak-to-trough drawdown of 6.9% and a 15.4% run-up.
- Max drawdown
- −6.9%
- Max run-up
- +15.4%
- Duration
- 91 days
- Largest single-day move
- −4.4%
- Bars
- 60 Daily bars
- Decision points
- 11
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
Between late November 2021 and late February 2022, hot-rolled coil occupied a microcosm of the broader commodity turbulence that defined the early 2020s. Sixty daily bars captured a market caught between tightening monetary policy and persistent inflationary pressures, as the Federal Reserve signaled a more hawkish stance and the US dollar strengthened. For participants in this arena, the period presented a test of conviction: would raw material prices sustain their run, or would higher borrowing costs and a firmer dollar finally check the ascent?
The closing price moved from 4605 to 4804, a modest 4.3% gain over the full window. Yet this headline figure obscured a more turbulent journey beneath the surface. The market endured a maximum drawdown of 6.9% at some point during the replay, and the largest single-bar move reached 4.4%, reflecting sudden reversals that could catch directional traders off guard. Navigating these sharp fluctuations required more than a static directional view; it demanded active reassessment as inflation signals shifted and macro sentiment pivoted.
The replay offers a rigorous laboratory for decision training across eleven distinct decision points, four of which were critical junctures where positioning choices carried heightened consequence. This scenario sharpens risk calibration by forcing participants to confront drawdown scenarios head-on, tests the discipline of process over outcome by requiring documented reasoning at each choice, and reveals how psychological bias can distort judgment when volatility spikes. Engaging with this historical episode builds the muscle memory needed to maintain analytical clarity under pressure.
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