Iron Ore Historical Replay: 2021-11 to 2022-02
Replay 60 turbulent daily bars across the 2021-11 to 2022-02 iron ore window, where prices swung within a 17.4% drawdown and one session jumped 10.0%. You step through each authentic trading day, face 4 critical decision points, and receive an AI coach review of your simulated choices.
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 17.4% and a 44.0% run-up.
- Max drawdown
- −17.4%
- Max run-up
- +44.0%
- Duration
- 91 days
- Largest single-day move
- −10.0%
- 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
The final quarter of 2021 brought iron ore traders into one of the decade's most volatile windows. As the Federal Reserve signaled a hawkish pivot and the US dollar strengthened, commodity markets faced crosscurrents that tested conviction and timing. Participants in this replay navigated 60 authentic daily bars from November 25, 2021 through February 24, 2022, confronting macroeconomic uncertainty while managing exposure in a market notorious for sharp reversals.
What unfolded was a 15.0% advance from 611.5 to 703, yet the path was anything but smooth. The period catalogued a maximum drawdown of 17.4%, meaning unrealized losses would have tested even disciplined traders. Most dramatically, a single session delivered a 10.0% move—the kind of intraday violence that forces immediate decisions about position sizing and exit discipline. Across 11 decision points, including 4 the platform flagged as critical, every choice carried compound consequences.
This replay excels as a laboratory for decision training. The volatility reminds us that directional bias alone does not generate returns; process does. Managing through a 17.4% drawdown without abandoning a sound thesis separates prepared traders from impulsive ones. The psychological dimension emerges clearly: can you hold conviction when one day erases a tenth of your value? This historical window strips away abstraction and demands authentic risk calibration.
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