RBOB Gasoline Historical Replay: 2006-11 to 2007-05
Replay 124 daily bars of the 2006-11 to 2007-05 RBOB gasoline rally, where prices climbed 44.7% from 1.59 to 2.3. You will walk through each decision point day-by-day, face 7 critical choices, and receive an AI coach review—simulated capital only for educational training.
124 daily bars · 21 decision points · 2006-11 to 2007-05 · Commodities
Key facts
This window spans 180 days with a peak-to-trough drawdown of 20.5% and a 79.4% run-up.
- Max drawdown
- −20.5%
- Max run-up
- +79.4%
- Duration
- 180 days
- Largest single-day move
- −8.2%
- Bars
- 124 Daily bars
- Decision points
- 21
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 late 2006, the RBOB gasoline futures market entered a period of sustained strength that would test the resolve of any energy trader. The data span of 2006-11-15 to 2007-05-14 covers 124 daily bars during the 2000s decade, a time when crude oil markets were experiencing significant structural shifts. What was at stake was understanding how to position in a commodity that was climbing relentlessly, with all the volatility and psychological challenges that implies. Traders entering this replay must grapple with the fundamental tension between the prevailing uptrend and the sharp pullbacks that characterize energy markets.
The price journey from 1.59 to 2.3 delivered a 44.7% return over the period. Yet the trajectory was far from linear. A maximum drawdown of 20.5% tested even patient participants, while the largest single-bar move of 8.2% could have triggered stops or eroded conviction in long positions. Participants navigated 21 decision points, with 7 critical moments demanding clear directional commitment. The market rewarded those who could distinguish temporary weakness from structural breakdown, but punished anyone who failed to manage exposure during the inevitable reversals.
This replay sharpens decision-making under uncertainty, a skill that transfers beyond energy trading. The 20.5% drawdown forces participants to confront position sizing and acceptance of temporary losses within a larger thesis. The 8.2% single-bar volatility tests emotional discipline when prices swing sharply against a position. Each of the 7 critical decision points demands a defined process for entry, exit, and risk management. By training against authentic historical data, traders develop the psychological resilience and systematic approach needed when markets present both opportunity and adversity in equal measure.
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