Heating Oil Historical Replay: 2001-10 to 2002-01
Relive the heating oil slide from $0.65 to $0.55, a -15.4% drop unfolding across 66 trading days after 9/11. Replay each session, navigate 12 decision points with AI coach review, and learn how geopolitical shocks reshape energy markets in this simulated exercise.
66 daily bars · 12 decision points · 2001-10 to 2002-01 · Commodities
Key facts
This window spans 98 days with a peak-to-trough drawdown of 25.4% and a 18.0% run-up.
- Max drawdown
- −25.4%
- Max run-up
- +18.0%
- Duration
- 98 days
- Largest single-day move
- −8.9%
- Bars
- 66 Daily bars
- Decision points
- 12
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 autumn of 2001, the US heating oil market entered a period of profound uncertainty. The aftermath of 9/11 had reshaped geopolitical assumptions across the energy sector, leaving traders and analysts to navigate a landscape transformed by war and heightened security concerns. This historical replay spans 66 trading days from October 2001 to January 2002, placing participants in the position of those who had to make decisions with incomplete information during a genuine crisis.
The price trajectory proved stark: heating oil declined from 0.65 to 0.55, a -15.4% contraction over the data span. The market exhibited considerable turbulence, with a maximum drawdown of 25.4% and a largest single-bar move of 8.9%. Participants faced 12 decision points throughout the period, with 4 designated as critical junctures where directional conviction was most severely tested.
This replay illuminates how geopolitical shocks transmit through commodity markets. The sequence from 0.65 to 0.55 demonstrates that even during apparent declines, volatility creates both risk and opportunity. The 25.4% maximum drawdown serves as a reminder that position sizing and stop discipline are not academic exercises but survival mechanisms. Process matters more than prediction: navigating 12 decision points requires consistent methodology rather than reactive adjustment to each new headline.