Iron Ore Historical Replay: 2024-07 to 2025-01
Replay 116 daily iron ore sessions from 2024-07-22 to 2025-01-09, watching price drift from 798.5 to 754.5 amid a 17.5% drawdown. Work through 20 decision points including 7 critical moments, then receive an AI coach review of your simulated choices.
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 17.5% and a 24.8% run-up.
- Max drawdown
- −17.5%
- Max run-up
- +24.8%
- Duration
- 171 days
- Largest single-day move
- +9.5%
- 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
Iron ore, the backbone of global steel production, entered a challenging phase in the 2020s as monetary policy expectations, geopolitical uncertainty, and shifting demand patterns created a volatile landscape. From 2024-07-22 to 2025-01-09, this replay immerses participants in 116 daily bars of authentic iron ore market behavior, confronting them with the complex interplay of forces that defined that period. The question at stake was how to navigate a market under pressure without surrendering to reactive decision-making.
The numbers tell a story of sustained softness: iron ore closed the period at 754.5, down 5.5% from an opening of 798.5. The journey was far from smooth—the maximum drawdown reached 17.5%, and participants had to contend with a single-bar move of 9.5%, the kind of spike that tests discipline. Across these 116 sessions, 20 decision points presented themselves, including 7 critical moments where positioning and risk management made the difference between weathering the storm or compounding losses.
For decision training, this scenario is a masterclass in process over prediction. The drawdown figure reminds us that even a modest-looking 5.5% decline can extract far deeper pain along the way, making drawdown control a non-negotiable discipline. The 9.5% single-bar volatility tests emotional composure—panic selling or reckless averaging are ever-present temptations. And the cadence of 20 decision points underscores that market navigation is not about grand predictions but about consistent, principled execution when uncertainty is the only constant.