RBOB Gasoline Historical Replay: 2008-10 to 2009-04
Replay 120 daily bars of RBOB gasoline from October 2008 to April 2009, navigating a brutal 48.4% drawdown and a 13.5% single-day spike. Step through 21 decision points, including 7 critical ones, with an AI coach reviewing your simulated trade choices.
120 daily bars · 21 decision points · 2008-10 to 2009-04 · Commodities
Key facts
This window spans 175 days with a peak-to-trough drawdown of 48.4% and a 93.7% run-up.
- Max drawdown
- −48.4%
- Max run-up
- +93.7%
- Duration
- 175 days
- Largest single-day move
- +13.5%
- Bars
- 120 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 the autumn of 2008, the US energy markets entered a period of extraordinary turbulence. RBOB gasoline futures, trading under the shadow of a global financial crisis, faced collapsing demand and record volatility. Over the span of approximately six months, from late October 2008 through late April 2009, 120 daily bars captured a market caught between monetary policy intervention and the real economy's sudden contraction. This was the era of zero interest rates and quantitative easing, forces that would reshape commodity pricing in ways still being debated today. The stakes were simple yet profound: how does a trader survive, adapt, or find opportunity within a market that had become a battlefield of fear and policy response.
The price data tells a stark story of whiplash. The closing level began at 1.44 and returned to 1.44, producing a net 0.0% change over the full period, yet this deceptively flat result masked brutal intermediate moves. The maximum drawdown reached 48.4%, meaning any trader who entered near local highs endured nearly half of their capital evaporating before recovery. The largest single-bar move of 13.5% in a single session added another layer of psychological pressure, as even disciplined risk managers could see positions swing wildly within hours. These numbers capture the essence of a market that was not merely declining, but oscillating with panic and speculative bursts as participants digested shifting expectations about economic recovery and energy demand.
This replay is designed to train the decision-making process under extreme duress. With 21 decision points, including 7 flagged as critical nodes, participants must practice the habits that separate surviving traders from those who capitulate. The core lessons revolve around three pillars: process discipline when charts are chaotic, risk management when position sizing can mean the difference between recovery and ruin, and psychological resilience when a 48.4% drawdown tests every assumption about one's strategy. The AI coach's commentary strips away hindsight bias, forcing participants to confront choices as they occurred, with all the uncertainty that defined that autumn of 2008. This is not about predicting the future but about building the judgment needed to face whatever volatility the next crisis delivers.