Rebar Historical Replay: 2021-11 to 2022-02
Replay 60 daily bars of US rebar from 2021-11-25 to 2022-02-24, when inflation pressures pushed prices from 4471 to 4637. Step through each session, face 11 decision points including 4 critical moments, 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 8.2% and a 20.7% run-up.
- Max drawdown
- −8.2%
- Max run-up
- +20.7%
- Duration
- 91 days
- Largest single-day move
- −8.2%
- 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 market under replay is US rebar, a foundational steel product traded across commodity exchanges. The 60-day window from 2021-11-25 to 2022-02-24 captures a period when inflationary pressures were reshaping global commodity markets. The Federal Reserve had begun signaling a hawkish pivot, the dollar was strengthening, and input costs for construction and manufacturing faced sustained upward pressure. Participants entering this scenario faced a market where macroeconomic forces—monetary policy shifts, currency moves, and supply-demand imbalances—converged to create elevated uncertainty.
The price journey in this replay spans from 4471 to 4637, delivering a net gain of 3.7% over the 60 daily bars. Yet this headline figure obscures a far more turbulent underlying experience. The maximum drawdown reached 8.2%, and the largest single-bar move also hit 8.2%, meaning intraday and interday volatility repeatedly tested positions. Across the replay, participants confronted 11 decision points, including 4 critical moments where directional conviction, risk sizing, or timing could produce sharply divergent outcomes.
This replay trains participants to navigate markets where macro headlines and volatility spikes test discipline. The gap between modest net returns and steep interim losses underscores why process-driven decision-making matters more than outcome prediction. Handling 8.2% drawdowns without abandoning strategy, recognizing when critical decision points demand different responses, and resisting the urge to overtrade during single-bar spikes are the core skills this historical episode develops. The goal is not to relive a profitable trade but to sharpen judgment under inflation-driven market stress.
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