Rebar Historical Replay: 2022-01 to 2022-06
Replay 90 daily bars of Chinese rebar from January to June 2022, a stretch that saw prices climb 4.3% from 4553 to 4750 with a 13.4% drawdown. Step through each authentic trading day, face 16 decision points, and receive an AI coach review on your simulated choices.
90 daily bars · 16 decision points · 2022-01 to 2022-06 · Commodities
Key facts
This window spans 140 days with a peak-to-trough drawdown of 13.4% and a 13.3% run-up.
- Max drawdown
- −13.4%
- Max run-up
- +13.3%
- Duration
- 140 days
- Largest single-day move
- −4.5%
- Bars
- 90 Daily bars
- Decision points
- 16
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
Chinese rebar futures occupy a peculiar position in global commodities—sensitive to domestic infrastructure cycles, construction demand, and, increasingly, geopolitical tremors. The first half of 2022 presented a particularly charged backdrop: Russia and Ukraine, major exporters of steelmaking inputs, descended into open conflict, while Chinese policymakers navigated a slowing economy with infrastructure stimulus. Against this backdrop, traders faced a 90-day window spanning January to June, a period when supply fears could erupt without warning and demand signals remained ambiguous. The scenario places you inside these 16 decision points, six of them critical junctures where positioning could mean the difference between weathering volatility and being caught in it.
What unfolded over those 90 daily bars was a grinding advance rather than a dramatic breakout. Prices rose 4.3%, moving from 4553 to 4750, a modest net gain that obscured considerable turbulence beneath the surface. The market experienced a maximum drawdown of 13.4% at some point during the period—significant by any measure—while the largest single daily swing reached 4.5%. This combination of modest directional returns against substantial intermediate losses creates a demanding test of risk management. A trader who called the direction correctly still needed disciplined drawdown control to survive the interim losses that the market imposed before the eventual drift higher.
For decision training, the central lesson concerns the separation between forecasting and risk management. Predicting that commodity prices would rise amid a geopolitical supply shock is one thing; sizing positions to survive a 13.4% adverse move without panic or margin calls is another entirely. The six critical decision points across this period likely correspond to moments when the war escalated or paused, when Chinese data surprised, or when positions required active adjustment. Navigating such environments demands a pre-committed process, clear pain thresholds, and psychological resilience—qualities this replay is designed to stress-test through authentic historical price action rather than synthetic scenarios.
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