Natural Gas Historical Replay: 2005-07 to 2005-12
Replay the 2005 natural gas shock across 116 daily bars from July 14 to December 28, 2005, capturing a 45.8% close-to-close swing and a 28.3% peak drawdown. You step through each session, make decisions at 20 timed prompts, and receive an AI coach review of your reasoning, all in simulated capital only.
116 daily bars · 20 decision points · 2005-07 to 2005-12 · Commodities
Key facts
This window spans 167 days with a peak-to-trough drawdown of 28.3% and a 111.3% run-up.
- Max drawdown
- −28.3%
- Max run-up
- +111.3%
- Duration
- 167 days
- Largest single-day move
- +13.6%
- Bars
- 116 Daily bars
- Decision points
- 20
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
The US natural gas market entered the second half of 2005 in a fragile state, with geopolitical tensions and supply concerns already pressuring prices. Between July 14 and December 28, 2005, traders faced 116 daily bars of increasingly turbulent conditions. This replay places you inside that environment, where a single commodity shock could erase weeks of positions in days. Twenty decision points—seven flagged as critical—punctuate the timeline, forcing you to confront uncertainty in real time rather than with hindsight. The stakes were straightforward: navigate the volatility or watch your simulated portfolio suffer.
The numbers tell the story. Over the 116-bar period, the close price surged from 7.84 to 11.43, a gain of 45.8%. Yet that headline figure conceals the true test: a maximum drawdown of 28.3% tested the resolve of any position held through the downturn. The most violent single session moved 13.6%, a reminder that commodity markets can gap and trend with little warning. The 2000s energy complex had seen crises before, but this stretch combined directional conviction with whiplash reversals that punished both bulls and bears who misjudged timing.
This replay trains three essential muscles. First, process discipline: decisions must follow from defined setups, not from the emotional pull of a trending market. Second, risk calibration: a 28.3% drawdown window demands position sizing that survives drawdowns without forced liquidation. Third, psychological flexibility: a 13.6% single-bar shock tests whether you can update views without abandoning your process. No trade recommendation is embedded here—only the historical record, your decisions, and the AI coach's mirror held up to your reasoning.
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