Palladium Historical Replay: 2021-03 to 2021-06
Replay palladium's wild 2021-03-24 to 2021-06-21 stretch, where a single bar swung 11.4% within a 17.4% drawdown. Step through 62 daily bars and 11 decision points, getting an AI coach review of your choices in this simulated, educational drill.
62 daily bars · 11 decision points · 2021-03 to 2021-06 · Commodities
Key facts
This window spans 89 days with a peak-to-trough drawdown of 17.4% and a 18.2% run-up.
- Max drawdown
- −17.4%
- Max run-up
- +18.2%
- Duration
- 89 days
- Largest single-day move
- −11.4%
- Bars
- 62 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
In the spring of 2021, palladium occupied a precarious corner of the commodities world, where post-pandemic supply disruptions collided with resurgent industrial demand. This replay transports you to the 62 trading days between March 24 and June 21, a period when supply constraints and shifting market narratives created the conditions for a commodity shock. With 11 decision points—4 flagged as critical—participants faced a market where conventional assumptions about price stability were being tested daily.
The numbers reveal a deceptive outcome. Prices closed the period at 2553.2, down just -3.1% from the 2635.3 opening—a seemingly benign headline figure that conceals a far more turbulent reality. The maximum drawdown reached 17.4%, while the largest single session swing hit 11.4%. These are not minor fluctuations; they represent the kind of intra-period violence that can devastate unprotected positions or, conversely, reward disciplined opportunism. The gap between the final close and peak-to-trough damage tells the core story of this replay.
For decision training, this scenario exposes how drawdown psychology and volatility perception diverge from statistical reality. Participants must navigate 11 decision nodes without knowing which four will be deemed critical in retrospect. The lesson centers on process over prediction: position sizing that survives a 17.4% drawdown, pre-defined triggers that respond to 11.4% single-bar moves rather than reacting emotionally, and the discipline to distinguish between temporary dislocation and structural breakdown. This is the educational core—building systems that perform under the pressure of commodity shock environments.
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