Iron Ore Historical Replay: 2024-11 to 2025-02
Replay 58 daily bars of iron ore's 6.3% climb from 783 to 832.5 between November 2024 and February 2025, absorbing an 8.5% drawdown along the way. Walk through 11 decision points, four of them critical, and receive an AI coach review of every simulated call.
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 8.5% and a 12.2% run-up.
- Max drawdown
- −8.5%
- Max run-up
- +12.2%
- Duration
- 90 days
- Largest single-day move
- −2.5%
- 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 immerses participants in iron ore futures during the tumultuous transition from November 2024 to February 2025. This was a period defined by the dollar's sharp reaction to Donald Trump's election victory, creating immediate pressure on dollar-denominated commodities. For 58 trading days, the market presented a complex test of conviction and adaptability as macro forces collided with commodity-specific fundamentals.
The data reveals a 6.3% net climb from 783 to 832.5 across the full span, yet this trajectory was anything but linear. An 8.5% maximum drawdown punctuated the journey, while the 2.5% largest single-bar move served as a stark reminder of sudden sentiment shifts. Navigating 11 decision points, four of them critical, required participants to balance systematic analysis with psychological resilience.
The scenario excels as a decision-training vehicle because it captures the full arc of a macro-driven commodity move. Participants learn that directional bias alone cannot sustain performance through drawdowns, and that position sizing becomes the primary lever for managing volatility. The critical decision points expose how confirmation bias can distort risk assessment when headlines dominate price action. This historical episode teaches that disciplined process—rather than conviction in any single outcome—forms the foundation of sustainable performance in uncertain markets.
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