Hot-rolled Coil Historical Replay: 2024-07 to 2025-01
Replay hot-rolled coil from July 2024 to January 2025 across 116 daily bars as policy-driven volatility clipped the benchmark by 8.8%. Step into the market day by day, tackle 7 critical decision points, and receive an AI coach review on each move using simulated capital only.
116 daily bars · 20 decision points · 2024-07 to 2025-01 · Commodities
Key facts
This window spans 171 days with a peak-to-trough drawdown of 14.8% and a 17.7% run-up.
- Max drawdown
- −14.8%
- Max run-up
- +17.7%
- Duration
- 171 days
- Largest single-day move
- +6.2%
- Bars
- 116 Daily bars
- Decision points
- 20
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
Hot-rolled coil is a benchmark steel product that moves with global manufacturing cycles, infrastructure spending, and central bank policy. From July 2024 to January 2025, the market faced a pivotal environment shaped by expectations of a Fed rate cut and a weakening dollar—a combination that typically pressures commodity valuations while supporting demand signals. Over 116 daily bars, participants navigated a period where policy uncertainty translated directly into price volatility, making timing and risk management critical. What was at stake was not just a trade but the ability to read macro cross-currents and position accordingly without getting caught in sharp reversals.
The replay captures this drift clearly. Starting at a benchmark of 3634, the market closed at 3313, a decline of 8.8 percent across the full span. The journey was not smooth—the maximum drawdown reached 14.8 percent, and the largest single-day move hit 6.2 percent, indicating moments of acute stress. Twenty decision points peppered the replay, with seven flagged as critical, inviting participants to test entries, exits, and sizing against a backdrop of shifting sentiment. Each bar offered a chance to practice reading momentum and adjusting exposure before conditions turned.
For decision training, this scenario is a classroom in process and psychology. The numbers show that surviving a 14.8 percent drawdown requires discipline, not conviction—knowing when to reduce size, add protection, or step aside. The 6.2 percent single-bar spikes teach that volatility itself is information, often heralding policy headlines or macro surprises. Working through all seven critical points builds the habit of pausing before acting, weighing risk against reward, and accepting that even a well-reasoned position can move against you before the thesis resurfaces.