Iron Ore Historical Replay: 2023-07 to 2023-10
Replay 64 daily bars of iron ore from 2023-07-24 to 2023-10-27, navigating a 17.5% drawdown alongside the 5.5% close climb. You step through each authentic session, face 11 decision points with 4 critical, and receive AI coach review of your choices in simulated capital only.
64 daily bars · 11 decision points · 2023-07 to 2023-10 · Commodities
Key facts
This window spans 95 days with a peak-to-trough drawdown of 17.5% and a 24.5% run-up.
- Max drawdown
- −17.5%
- Max run-up
- +24.5%
- Duration
- 95 days
- Largest single-day move
- −12.0%
- Bars
- 64 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
In the third quarter of 2023, iron ore became a focal point for traders assessing China's economic recovery trajectory. The ferrous market experienced heightened uncertainty as commodity investors weighed mixed signals about infrastructure spending and steel demand against broader macroeconomic headwinds. This 64-bar historical replay spans from July 24 to October 27, placing participants at the intersection of policy expectations and market reality, with 11 decision points embedded throughout the period to test analytical judgment under evolving conditions.
The closing price moved from 843 to 889.5, representing a modest 5.5% gain over the full span. Yet this headline figure obscures a turbulent journey: the market endured a maximum drawdown of 17.5%, and traders had to contend with a largest single-bar move of 12.0%. These statistics capture the sharp reversals and emotional swings that defined the period, where positions could swing dramatically against a participant before any recovery materialized.
This replay hones several competencies essential for ferrous trading. First, it forces disciplined position sizing: surviving a 17.5% drawdown requires capital management strategies that prevent a single adverse sequence from crippling a portfolio. Second, the 12.0% single-bar volatility tests emotional composure, demanding that traders stick to process rather than react impulsively to sudden moves. Third, the four critical decision points require traders to articulate clear entry and exit logic before market conditions shift. The gap between the 5.5% net gain and the 17.5% drawdown illustrates why outcome-independent decision frameworks matter more than any single trade result.