So your ferrous clay could be picking up a magnetic field from the Earth, from a local electromagnetic field generated by your kiln or other electrical sources, or even a sufficiently strong local magnetic source.
This mechanism is sufficiently well understood that the field of paleomagnetism studies ancient fired clay objects and other materials of known dates to determine the strength of Earth's magnetic field in a given era and region.
History of Earth’s magnetic field exposed in Judean pottery explores one such application of the process:
In a new study published in Proceedings of the National Academy of Sciences (PNAS), researchers from Tel Aviv University, Hebrew University of Jerusalem and University of California-San Diego cite data obtained from the analysis of 67 well-dated Judean jar handles.
These heat-impacted ceramic pots, which bear royal stamp impressions from the eighth to second centuries BCE, show evidence of changes in the strength of the geomagnetic field over the years.
“The period spanned by the jars allowed us to procure data on the Earth’s magnetic field during that time — the Iron Age through the Hellenistic Period in Judea,” said Erez Ben-Yosef of TAU’s Institute of Archaeology, the study’s lead investigator.