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In page Armor-piercing shell:

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These chilled iron shots proved very effective against wrought iron armor but were not serviceable against compound and steel armor,[1] which was first introduced in the 1880s. A new departure, therefore, had to be made, and forged steel rounds with points hardened by water took the place of the Palliser shot. At first, these forged-steel rounds were made of ordinary carbon steel, but as armor improved in quality, the projectiles followed suit.[1]