Hot-rolled Coil Historical Replay: 2024-11 to 2025-02
Replay 58 daily bars of US hot-rolled coil futures from 2024-11-26 through 2025-02-24 as Trump’s election victory shook the dollar and steel markets. Step into 11 decision points, navigate a 7.0% drawdown, and receive AI coach feedback on your simulated choices.
58 daily bars · 11 decision points · 2024-11 to 2025-02 · Commodities
Key facts
This window spans 90 days with a peak-to-trough drawdown of 7.0% and a 5.2% run-up.
- Max drawdown
- −7.0%
- Max run-up
- +5.2%
- Duration
- 90 days
- Largest single-day move
- −2.0%
- Bars
- 58 Daily bars
- Decision points
- 11
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 aftermath of the 2024 US presidential election, when Trump's victory sent shockwaves through currency and commodity markets. US hot-rolled coil futures, a barometer of industrial steel demand, faced renewed uncertainty as the dollar strengthened and trade policy expectations shifted. The 58-day historical window from 2024-11-26 to 2025-02-24 encapsulates a period of recalibration, where market participants had to quickly assess the implications of political change on industrial commodities. This wasn't just a simple price movement; it was a complex interplay of monetary shifts, trade expectations, and industrial demand signals.
The data reveals a market that ended marginally lower yet concealed significant turbulence beneath the surface. Over the 58 daily bars, the contract moved from 3471 to 3431, a decline of -1.2%. However, the maximum drawdown of 7.0% and the largest single-bar move of 2.0% tell a more dramatic story of volatility. Participants faced 11 decision points across the replay, with 4 deemed critical moments where directional conviction and risk management were put to the test. The modest net result masks the emotional and strategic discipline required to navigate those intraday swings.
This replay teaches that in policy-driven markets, the obvious narrative rarely produces obvious outcomes. The -1.2% net decline reminds us that timing and position sizing matter more than directional conviction. The 7.0% drawdown underscores the importance of pre-defining exit levels before entering positions. And the 2.0% single-bar volatility highlights how quickly sentiment can shift, demanding that traders separate signal from noise. For decision training, the critical lesson is building a process that survives periods of drawdown without abandoning disciplined risk management.
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