Rebar Historical Replay: 2024-11 to 2025-02
Replay the 2024-11 to 2025-02 rebar market across 58 daily bars where prices drifted from 3303 to 3340, absorbing a 6.6% drawdown along the way. Step through each session, decide at 11 decision points, and receive an AI coach review of your simulated reasoning.
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 6.6% and a 5.6% run-up.
- Max drawdown
- −6.6%
- Max run-up
- +5.6%
- Duration
- 90 days
- Largest single-day move
- +2.2%
- 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 rebar market faced a sharp exogenous shock in late November 2024 when Donald Trump's election victory sent the US dollar surging. For commodity traders accustomed to steady demand signals, this sudden dollar strength introduced a layer of policy-driven uncertainty that few had priced in. The task was to navigate 58 daily bars—from November 26 through February 24, 2025—while managing positions through a period where the dollar's jump threatened to compress margins across the ferrous supply chain.
Over the four-month span, rebar closed at 3340, gaining just 1.1% from its opening level of 3303. That modest net gain, however, masked considerable intra-period turbulence: the market endured a 6.6% peak-to-trough drawdown and weathered a largest single-session swing of 2.2%. Participants faced 11 decision points—four deemed critical—demanding continuous reassessment of exposure as momentum shifted and risk-off episodes tested conviction.
The scenario distills a core lesson in process over prediction. When external macro forces drive volatility, the ability to define acceptable loss thresholds, stick to pre-set exit logic, and resist reactive doubling-down becomes the decisive skill. The 6.6% drawdown was survivable for disciplined participants; without a clear framework, even modest swings can erode confidence and capital. This replay trains traders to separate signal from noise, commit to decisions at critical junctures, and maintain psychological equilibrium when the dollar—not demand data—sets the daily agenda.
Featured in the archive