Rebar Historical Replay: 2024-08 to 2024-11
Replay 74 turbulent days of Chinese rebar from August to November 2024, a window where prices swung through a 9.0% drawdown and a single session moved 6.3%. Walk each historical bar, tackle 13 decision points including 5 critical ones, and receive an AI coach review of your simulated choices.
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 9.0% and a 16.4% run-up.
- Max drawdown
- −9.0%
- Max run-up
- +16.4%
- Duration
- 112 days
- Largest single-day move
- +6.3%
- 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 captures Chinese rebar futures across 74 trading days from August 6, 2024, through late November. This was a period when the ferrous market navigated shifting policy signals and macroeconomic uncertainty, with participants facing the challenge of positioning through a sector known for sharp intraday swings. The scenario sits squarely within the 2020s decade, a time when infrastructure cycles and supply dynamics made rebar a focal point for volatility seekers.
What unfolded was a study in deceptive calm. The settlement moved from 3306 to 3303, a net decline of just 0.1% over the full window. Yet this mask of stability concealed a deeper turbulence: the maximum drawdown reached 9.0% and a single session exploded 6.3% in one direction. Traders navigating this replay encountered 13 decision points, with 5 deemed critical, demanding repeated reassessment of risk exposure and market conviction.
For decision training, this scenario exposes the psychological trap of anchoring to headline returns while underestimating embedded volatility. The near-flat net result lulls participants into complacency, yet the journey revealed tail events that test even seasoned practitioners. Trainees must practice sizing positions relative to drawdown potential, distinguishing noise from genuine trend shifts, and maintaining emotional equilibrium when a single bar delivers outsized swings. Mastering these responses builds the disciplined process that survives markets where the obvious outcome masks hidden turbulence.