Hot-rolled Coil Historical Replay: 2024-11 to 2025-05
Replay 114 daily bars of US hot-rolled coil from 2024-11-21 to 2025-05-14, watching the close slide 6.6% amid 11.4% drawdown swings. You step into 20 decision points including 7 critical ones, replay the tape day by day, and get AI coach review of your calls in a simulated, educational setting.
114 daily bars · 20 decision points · 2024-11 to 2025-05 · Commodities
Key facts
This window spans 174 days with a peak-to-trough drawdown of 11.4% and a 5.2% run-up.
- Max drawdown
- −11.4%
- Max run-up
- +5.2%
- Duration
- 174 days
- Largest single-day move
- −2.9%
- Bars
- 114 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
The replay transports you to the US hot-rolled coil market during the 2020s, specifically the November 2024 to May 2025 window when tariff policy announcements created sharp uncertainty across industrial metals. Over 114 daily bars spanning from November 21, 2024, to May 14, 2025, participants faced a landscape where policy shifts could reorder supply chains and reweight demand expectations overnight.
The market's trajectory proved turbulent: prices fell from 3497 to 3267, representing a -6.6% decline, while volatility manifested in an 11.4% maximum drawdown and the largest single session swing of 2.9%. These figures underscore how policy-driven uncertainty can compress returns while expanding risk corridors, challenging even experienced traders to navigate choppy waters.
Participants encountered 20 decision points across this replay, with 7 deemed critical moments where positioning choices carried heightened consequence. The scenario teaches that disciplined process matters more than prediction: pre-defining position limits, respecting drawdown thresholds, and maintaining psychological equilibrium when exogenous shocks challenge conviction. This replay sharpens decision-making frameworks for when markets move on forces beyond traditional supply-demand analysis.
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