Iron Ore Historical Replay: 2024-08 to 2024-11
Replay 74 daily bars of iron ore from 2024-08-06 to 2024-11-26, capturing a 13.7% drawdown and a 9.5% single-bar swing. Step through 13 decision points day-by-day, choose your action, and receive an AI coach review in a simulated training environment.
74 daily bars · 13 decision points · 2024-08 to 2024-11 · Commodities
Key facts
This window spans 112 days with a peak-to-trough drawdown of 13.7% and a 24.8% run-up.
- Max drawdown
- −13.7%
- Max run-up
- +24.8%
- Duration
- 112 days
- Largest single-day move
- +9.5%
- Bars
- 74 Daily bars
- Decision points
- 13
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 replay spans 74 trading days from August 6 to November 26, 2024, immersing participants in one of the most volatile periods for iron ore in recent years. Steel producers, commodity traders, and risk managers faced a market where Chinese property sector weakness collided with stimulus expectations, creating sharp reversals within the same trend. The scenario captures the tension between macro headlines and micro position management that defined ferrous markets during the 2020s.
The headline numbers tell a story of turbulence: iron ore closed the period at 783, marginally above the opening 763 for a modest 2.6% gain, yet the journey was anything but calm. Participants endured a 13.7% maximum drawdown while navigating a 9.5% single-bar swing—the kind of move that tests both stop-loss discipline and conviction. With 13 decision points, including 5 flagged as critical, the replay forces learners to act rather than observe. Was your timing right? Did your position size account for the inevitable whipsaw? These questions anchor the educational value.
This replay sharpens three essential skills: reading macro-to-micro translation, managing risk through volatile stretches, and controlling psychology when positions move against you. The modest net gain after severe intraperiod losses mirrors real markets where survival and compounding require patience over prediction. By replaying this period, learners internalize that good process—not lucky outcomes—defines long-term performance in commodities trading.