Natural Gas Historical Replay: 2001-10 to 2002-01
Replay natural gas from 2.41 to 2.18, a 9.5% slide across 66 daily bars in the post-9/11 winter. Step through the war-era volatility day by day, face 12 decision points, and receive AI coach feedback on simulated choices.
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 33.7% and a 47.5% run-up.
- Max drawdown
- −33.7%
- Max run-up
- +47.5%
- Duration
- 98 days
- Largest single-day move
- −12.0%
- 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 and winter following the September 11 attacks, natural gas traders faced a market shaped by war-era uncertainty, post-event economic anxiety, and the seasonal demands of heating demand. The period spanning October 2001 to January 2002 placed energy markets under considerable stress as traders navigated an environment where geopolitical risk intersected with commodity fundamentals. Twelve decision points would punctuate this stretch, four of them critical junctures where directional conviction and risk calibration were tested most severely.
Across 66 daily bars, natural gas declined from 2.41 to 2.18, a net move of -9.5%. Yet the headline number obscured a more turbulent journey: the maximum drawdown reached 33.7% from peak to trough, while the largest single-bar move hit 12.0%. These figures illustrate that even a modest net decline can unfold through violent intermediate swings, with extended periods of adverse movement layered between sharp reversals.
This replay trains traders to manage the psychological strain of prolonged drawdowns and sudden spikes. The gap between net change and maximum drawdown is where many participants either abandon disciplined processes or discover their true risk tolerance. Four critical decision points serve as checkpoints for evaluating whether your thesis, position sizing, and emotional regulation hold under sustained pressure. The goal is not prediction but developing a replicable process that survives volatility without breaking.